Toolbox utility: Authoxy

"If your Internet connection requires you to use a proxy which needs a username and password, Authoxy may be the solution to a seamless Internet experience. Authoxy runs locally as a proxy server to intercept HTTP and HTTPS requests, forwarding them on to your regular proxy with authentication details you define in a System Preference Pane. Such a process is required to use many web services (MacHelp, QuickTime, iTunes) behind a proxy requiring authentication."

Download after the jump: http://www.hrsoftworks.net/Products.php#authoxy