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#51
ftp and https work in IE9?
ftp, nslookup,ping, tracert... no way in cmd!
Set proxy settings in the applications you want to use proxy. Mostly under tools->settings->connection. Select http proxy or web proxy there.
msn messenger, browsers, ftp clients can use the proxy. But also torrent clients can communicatie over http.
Most likely the proxy server only allows http, https, ftp. And maybe only port 80,8080,21. And maybe also blocks disallowed sites. And maybe also blocks exe files.