Nowadays most people prefer to have their system behind proxy for many reason. Security is of course one. Needless to say the need of sharing the network connection specially broadband.
Being behind proxy apart from being secure has it's own disadvantages too. Software that does not support proxy will most likely unable to connect to the net.
emerge rsync is will allow Gentoo stay up to date. However, by default rsync is not able to conncet to the internet if the proxy is not specified.
The following example show how to connect to the internet to update your Gentoo box ;-)