Add install troubleshooting

Author: Stephen Tramer

docs-conceptual/azps-2.1.0/install-az-ps.md

@@ -37,13 +37,11 @@ There are no additional requirements for Azure PowerShell when using PowerShell
 
 ## Install the Azure PowerShell module
 
-> [!IMPORTANT]
->
-> You can have both the AzureRM and Az modules installed at the same time. If you have both modules installed, __don't enable aliases__.
-> Enabling aliases will cause conflicts between AzureRM cmdlets and Az command aliases, and could cause unexpected behavior.
-> It's recommended that before installing the Az module, you uninstall AzureRM. You can always uninstall AzureRM or enable aliases
-> at any time. To learn about the AzureRM command aliases, see [Migrate from AzureRM to Az](migrate-from-azurerm-to-az.md).
-> For uninstall instructions, see [Uninstall the AzureRM module](uninstall-az-ps.md#uninstall-the-azurerm-module). 
+> [!WARNING]
+> You __can't__ have both the AzureRM and Az modules installed for PowerShell 5.1 for Windows at the same time. If you need to keep AzureRM available
+> on your system, install the Az module for PowerShell Core 6.x or later. To do this,
+> [install PowerShell Core 6.x or later](https://docs.microsoft.com/en-us/powershell/scripting/install/installing-powershell-core-on-windows) 
+> and then follow these instructions in a PowerShell Core terminal.
 
 To install modules at a global scope, you need elevated privileges to install modules from the PowerShell Gallery. To install Azure PowerShell,
 run the following command in an elevated session ("Run as Administrator" on Windows, or with superuser privileges on macOS or Linux):
@@ -76,6 +74,34 @@ Answer `Yes` or `Yes to All` to continue with the installation.
 The Az module is a rollup module for the Azure PowerShell cmdlets. Installing it downloads all of
 the available Azure Resource Manager modules, and makes their cmdlets available for use.
 
+## Troubleshooting
+
+Here are some common problems seen when installing the Azure PowerShell module. If you experience a problem not listed here,
+please [file an issue on GitHub](https://github.com/azure/azure-powershell/issues).
+
+### Proxy blocks connection
+
+If you get errors from `Install-Module` that indicate the PowerShell Gallery is unreachable, you may be behind
+a proxy. Different operating systems will have different requirements for configuring a system-wide proxy, which
+are not covered in detail here. Contact your system administrator for your proxy settings and how to configure
+them for your OS.
+
+PowerShell itself may not be configured to use this proxy automatically. With PowerShell 5.1 and later, configure
+the proxy to use for a PowerShell session with the following command:
+
+```powershell
+(New-Object System.Net.WebClient).Proxy.Credentials = `
+  [System.Net.CredentialCache]::DefaultNetworkCredentials
+```
+
+If your operating system credentials are configured correctly, this will route PowerShell requests through the proxy.
+In order to have this setting persist between sessions, add the command to a
+[PowerShell profile](/powershell/module/microsoft.powershell.core/about/about_profiles).
+
+In order to install the package, your proxy needs to allow HTTPS connections to the following address:
+
+* `https://www.powershellgallery.com`
+
 ## Sign in
 
 To start working with Azure PowerShell, sign in with your Azure credentials.