Since there were nobody answering, and fortunately I have found the solution, so theres no harm for me to share it to you all..
Here is what I've done, and I have tor run nicely in my linux box. It might not suitable for your situation though, so feel free to explore more.
1. I connected to a network with http proxy passworded through my wireless connection.
2. I opened a browser, and do authentification with HTTP-AUTH windows popped up.
3. I opened a terminal and set http_proxy as environment variables. Here is the command
4. Then I fired up tor.
sudo /etc/init.d/tor start
5. Usually I tailed log files, but it can be skipped if you dont want to.
sudo tail -f /var/log/tor/log
When it says "Bootstrapped 100%: Done", then 99% it was successful.
6. I switched my browser proxy to 127.0.0.1:9050 and browse to cmyip.com. When it showed different IP location than the actual location you are, then tor worked fine.
I have installed tor for linux with adding tor repository for ubuntu, and doing sudo apt-get install tor
I can fired up tor with sudo /etc/init.d/tor start. It is completely no-GUI.
It is working fine when I use direct internet connection. However, I can't find any guide to setting up where I have to put proxy username and password. I need this guide when I connect to network with proxy.