My university WiFi had a proxy and required authentication with a username and password.

I added the proxy address manually in the settings (don't enter proxy credentials in the network settings.. this doesn't seem to work for me) After adding the address, just type any URL in the web browser and press go. Another page pops up (in the web browser) asking for the credentials. So you can enter it there and these credentials will be saved even if you disconnect from the WiFi and reconnect again later on. You only have to reenter them after you reboot your phone.

So, if that page asking for username and password doesn't pop up after you connect to the network, reboot your phone and try connecting again. This works for me.