In an environment located behind a firewall, where the ProxySG appliance is configured to proxy all applications to go out to the internet, some applications may still try to go direct.
 

You can use the following command in the Windows command line to try to force applications to go through the proxy:

netsh winhttp import proxy source=ie

Note: This command can be used in Windows 7 and applies to Internet Explorer.

Use the following commands to show the setting and to reset it.

#netsh winhttp show proxy
#netsh winhttp reset proxy