Winsock and a Proxy

Is it possible to configure winsock to use a proxy?

I'm trying to connect to the Messenger servers (messenger.hotmail.com, 1863), I'm not trying to get a webpage or nothing. :)

Did you ever fix this?
I am trying to get winsock to go out via our proxy on Port 8080 but it won't.

My proxy settings for ie are Blah.Blah.Blah.Blah 8080

But my winsock just timesout :(

Woka

A previous developer here MS Internet Transfer Control 6.0 (msinet.ocx) connecting via a proxy before by setting the proxy at runtime. Looking at the code I don't see much that should cause you a problem. He was replacing any equal signs in the submission string with "%3D". At runtime he was setting the protocol to icDefault and the port, username and password all according to form inputs.

If needed I'll throw together some functional code and try it..might help if you know an open proxy I can use :)