Proxy – How to Use a Proxy for Certain Sites Only

I had the same problem; some sites cause multiple proxy authentication requests to be issued.

If your firm uses a proxy, just add the URL you want to block on the "no proxy list" of Firefox to avoid that. Start by adding "sockets.ny.stackexchange.com" to the "no proxy list".

The URL would try to access without using proxy, fail, and it's done.

Quick and dirty but works :)

1. get a cheap VPS account. You can find tons of choices at lowendbox.com. spotvps.com offers one for $15/year.
2. Tunnel your IE traffic over SSH using Putty. Here's a guide I found on google: http://hidefinder.com/90/diy-socks5-vpn-putty.html

-You might need to run ssh over port 443 if your employer is blocking port 22

-This will only tunnel traffic for your browser. To tunnel all traffic you can setup OpenVPN. OpenVPN cannot be filtered since it uses standard protocols. This would be a more complicated option.

The ssh/putty route is really easy.