Edit /etc/wgetrc for global change or ~/.wgetrc for a per user change and add:

http_proxy = http://192.168.50.22:3128
https_proxy = http://192.168.50.22:3128
ftp_proxy = http://192.168.50.22:3128

Where 192.168.50.22 is the IP Address of your proxy server and 3128 is the port it is listening on.

For system wide proxy configuration for other applications on Suse:

Edit /etc/sysconfig/proxy

PROXY_ENABLED="yes"
HTTP_PROXY="http://192.168.50.22:3128"
HTTPS_PROXY="http://192.168.50.22:3128"
FTP_PROXY="http://192.168.50.22:3128"
GOPHER_PROXY=""
NO_PROXY="localhost, 127.0.0.1"

Set the proxy temporarily from the command line:

export http_proxy=http://192.168.50.22:3128
export https_proxy=http://192.168.50.22:3128
export ftp_proxy=http://192.168.50.22:3128