New user docs: proxy configuration is not clear to new users

When setting up maven v2.0.4 from the perspective of a new user, I have the need to use a proxy.

Looking for proxy in the docs finds this first: http://maven.apache.org/guides/mini/guide-proxies.html

This explains how to add proxy information to a "settings file", but does not clearly describe what a
"settings file" is. The page does give a clue though, by linking the user here: http://maven.apache.org/maven-settings/settings.html

This document contains the full definition of what goes into a settings file, but gives no clue as to where
this settings file should live, or what it should be called.

At this point I have hit a dead end, as a new maven v2 user, there are no more clues on how to set up a proxy.

The docs need to be updated to link to information on where the settings file lives, and what the settings file is called.