Powershell 407 proxy authentication required

When trying to run Get-Software.ps1, you may receive an error message:

Do you want to Download PSExec ?
[Y] Yes  [N] No  [?] Help (default is "Y"): y
Exception calling "DownloadFile" with "2" argument(s): "The remote server retur
ned an error: (407) Proxy Authentication Required."
At D:\_DATA\Downloads\Hydrationkit\Build\Modules\Software.psm1:83 char:33
+                                 $WebClient.DownloadFile($Source, $Destination
)
+                                 ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
~
    + CategoryInfo          : NotSpecified: (:) [], MethodInvocationException
    + FullyQualifiedErrorId : WebException

Run these commands to send your current credentials

$proxy = New-Object System.Net.WebClient

$Proxy.Proxy.Credentials = [System.Net.CredentialCache]::DefaultNetworkCredentials

After this the script runs fine:

Do you want to Download PSExec ?
[Y] Yes  [N] No  [?] Help (default is "Y"):

Do you want to Download SetupCA ?
[Y] Yes  [N] No  [?] Help (default is "Y"):

Do you want to Download Windows Assessment and Deployment Kit (ADK) for
Windows® 8 ?
[Y] Yes  [N] No  [?] Help (default is "Y"):

Source