Gnome3's proxy setting is quite messed up right now and so far that i am concern there are some fixes using gconf-editor package to get proxy to work for certain app such as pidgin.
But for google chrome, it just don't happen. Well, i really need google chrome as it is nice to have a fast secondary browser instead of firefox. The idea is to create a launcher and use google chrome with proxy options that is build-in. so here is how to do it.
1. Right-click on the desktop. (well if you cannot, read this first)
2. Click Create launcher
3. Copy this command to the command box
google-chrome --proxy-server="http:/proxy:port-num"4. Enter name and comment as you like
5. Click ok