Firewall forward to Proxy

Hey all,

I use Privoxy and CIS (just the firewall).

The problem is that all HTTP requests are sent through Privoxy, which then goes to the firewall. This means the firewall only sees Privoxy talking on TCP 80. This is undesirable, because then I cannot control which applications are allowed to connect out in this manner.

The solution would be to have connections hit the firewall first, and have the firewall pass the connections on to Privoxy to do the filtering.

I searched for an address forwarding or proxy option in CIS, but only found an option that tells CIS to download updates through a proxy. Any way to set this up?