IE is configured for our proxy and working (as is Firefox), but I see the aim of your question.
.Net solution proved to be a little daunting for my (lack of) skills.
Jwowupdater fixed it for me with the easy proxy config, HOWEVER...
...the user-unfriendlyness (did I just rape the correct way to state that?) when trying to filter the add-ons is a little painfull.
All said and done, I am up and running now.
Thank you everyone.