I had this problem a thousand times, it took me many hours to solve it in every single case, but there´s a really good guide available at the mIRC website how to manage this fast and easy :
http://www.mirc.co.uk/help/proxies.html
And for all of you who aren´t lucky with this guide. If you have a linux box somewhere in the net to connect to, use xming and putty and just tunnel your way through the wall. Good luck !!!