Another option is to install your own proxy/forwarder that can handle authentication for you.
You point your Mac to this proxy, which in turn points to the "real" proxy and authenticates with it.
For example, I installed a python "proxy server" script called aps (NTLM Authorization Proxy Server), which allowed me to connect to the internet through a Windows (NTLM) Proxy that required my network username/password - using appilcations (like syncmods) that didn't support authentication.
There are tools out there... you just need to find the right one ;-)
You point your Mac to this proxy, which in turn points to the "real" proxy and authenticates with it.
For example, I installed a python "proxy server" script called aps (NTLM Authorization Proxy Server), which allowed me to connect to the internet through a Windows (NTLM) Proxy that required my network username/password - using appilcations (like syncmods) that didn't support authentication.
There are tools out there... you just need to find the right one ;-)