Eudora doesn't seem to support proxies. I checked the Version 4.3 help file and there's no reference at all, surprised me! I then dug into many of the Eudora config settings, it appears that if Eudora can't reach a mail server directly, no mail. Hope I'm wrong! ;)
Supposedly outlook express shares its internet connections settings with Internet Explorer. When I tried to connect, though, it went straight to the account, which still doesn't work. Going through a proxy seems like the only way, right now.
Has anybody else had success getting outlook to connect to an account via proxy?