d/l streaming media via proxy server in my office

[q12368c]

Hi

My office netwrok need accessing outside internet via a proxy server(with config a proxy server in internet connection),
I can listen streaming media(live radio,TV news)in IE or Windows media player..

Now I want to d/l streaming media with using StreamBox VCR or Hidownload..but I fail,how should I config to work to make it d/l ?
any one have the same experience can share with me?

thk so much.