Wi-fi authentication

Hi there

I'm busy setting up my wi-fi connections on my new iPhone 5s. When i connect to a wi-fi connection, it keeps asking me for authentication even though i entered into the wi-fi settings (at manual HTTP PROXY).

Is it possible to set the authentication to ask it only once, when i go onto apps and the safari app, and to keep that authentication logged in when i coonect to the specific wi-fi connection.

Looking forward to hearing from you soon.