Safari, Firefox, IE, any browser, doesn't matter. When you have a proxy that you must go through before getting on the net, it's a matter of getting through the proxy firewall software. Did you read from the link I gave you?
Corporations and businesses setup a proxy primarily to block unofficial access to the internet or to monitor surfing activity. When you purposely go around a proxy that has been setup by your company, you risk joining the ranks of unemployed.
As far as setting up access through a proxy server or firewall, you have to do that from System Preferences, Network, Advanced, Proxies Tab, and select the correct protocol for the proxy you wish to configure.
Regards.