Is there a way to set AS to authenticate via your proxy server?

I think I found a solution myself since I see proxy authentication was only introduced now in SP1 of ASX. Anyway, I got something like CCproxy and run that on my laptop. This has a function to do cascading proxy and it can authenticate on my proxy server. I will then just point AS to CCproxy on my laptop and hopefully this solution will work for me at home. Will test tonight.