Let me start by saying how much I appreciate Visual Studio Team Services (aka VSTS) - it is a fantastic product and although stuff keeps changing (and you need to remember that) it is usually for the better.
For example: the build agent that you can download and install on a local build server is often changing. I can tell this because the folder structure changes almost every time I set up a new build server. I think this is great! It means that the VSTS team are continually improving the product.
However, one issue relating to agents that can be quite annoying and time consuming is trying to figure out how to tell it to use a proxy server to connect to VSTS. In the old days an agent would use the default IE proxy settings, then came the 'modify the agent config file' approach which meant adding the following to the VsoAgent.exe.config and VsoAgentService.exe.config files:
But now there is a different approach (and it is a little Git-ty) where you simply add a .proxy file to the root of your agent folder. Really simple if you know to do it and rather painful if you don't because the previous approaches just won't work :-(
Check this out https://www.visualstudio.com/en-us/docs/build/admin/agents/v2-windows#web_proxy
Happy days dudes and dudettes, it now works!