Manually adding missing apt public keys

When apt-get update starts complaining about missing public keys, it's always pain in the ass when you're behind proxy and gpg --recv-keys doesn't work. Following is the manual way of adding missing apt public keys:

1. Obtain public key via browser:

http://keyserver.ubuntu.com:11371/pks/lookup?op=get&search=0x[KEY]

2. Save the key.
3. Import the key file in System->Administration->Software Sources