title: pip install is not working
body: <p>I am trying to install pygame with pip install . but every time i tried i faced to this error.</p>
  
  <blockquote>
    <p>Retrying (Retry(total=4, connect=None, read=None, redirect=None))
    after connection broken by 'ProxyError('Cannot connect to proxy.',
    NewConnectionError(': Failed to establish a new connection: [WinError
    10061] No connection could be made because the target machine actively
    refused it',))': /simple/pygame-1-9-3-cp36-cp36m-win-amd64/   Retrying
    (Retry(total=3, connect=None, read=None, redirect=None)) after
    connection broken by 'ProxyError('Cannot connect to proxy.',
    NewConnectionError(': Failed to establish a new connection: [WinError
    10061] No connection could be made because the target machine actively
    refused it',))': /simple/pygame-1-9-3-cp36-cp36m-win-amd64/   Retrying
    (Retry(total=2, connect=None, read=None, redirect=None)) after
    connection broken by 'ProxyError('Cannot connect to proxy.',
    NewConnectionError(': Failed to establish a new connection: [WinError
    10061] No connection could be made because the target machine actively
    refused it',))': /simple/pygame-1-9-3-cp36-cp36m-win-amd64/ Operation
    cancelled by user*</p>
  </blockquote>
  
  <p>I have done it with other libraries but I faced the same problem</p>