I'm having a problem with minerd not able to connect to a stratum pool behind a corporate proxy. I can connect to a different longpoll pool fine using the proxy settings but stratum+tcp fails. The same stratum settings work fine outside the Corp proxy on my other mining boxes.
Are the proxy settings only configured to work when you aren't using stratum?
You can't use Stratum with a HTTP proxy because Stratum does not operate over HTTP, but you can use a SOCKS4/5 proxy.
For further assistance, please specify the type of proxy and the exact command-line arguments you have tried.