Xenu Link Sleuth through a proxy server

I have a client who needs to periodically check an internet开发者_开发技巧 site I've developed for them, for broken links. They need to do this from their local company network.

They have internet access and can browse the web using Internet Explorer, but Xenu won't connect to any internet sites. I think it's because the company have a proxy server at 192.168.xxx.xxx:8080, which Internet Explorer is using.

Does anyone know how to configure Xenu to go through a proxy server? Xenu's help file isn't very helpful.

Your client could instead use Screaming Frog SEO Spider http://www.screamingfrog.co.uk/seo-spider/ - it's free for up to 500 pages and provides proxy support.