For ActiSync 3.0.6 and older, proxy support is available via a registry modification.
To implement proxy information, download the attached REG file. Edit the REG file using Notepad (or any text editor). The ProxyPort entry in the REG file must be in hexidecimal format. It is, by default, set to port 80 (integer) which is 0x000000050 (decimal). The built in Windows calculator can be used to determine this value by going to ‘programmer mode’ from the View menu, entering the number desired and then switching to “Hex” mode in the top left. Once that required modification has been made, save the REG file, double-click and accept the two prompts (which may or may not appear) as shown below: