http://bugs.winehq.org/show_bug.cgi?id=28552
--- Comment #9 from Hans Leidekker hans@meelstraat.net 2011-11-12 09:29:21 CST --- (In reply to comment #5)
Yes, it works. I tested it with direct connection as well as with proxy server (I set it up in IE lan settings).
Did you set up the proxy server in the same way on Wine?