I like watching Iplayer podcasts. But for this, I have to configure my Windows XP to use an UK proxy server.
The problem is that when I do that all my internet browsing will use that proxy.
Is there a way to tell WMS to use an specific proxy instead of relying on system configuration?
Or maybe is there to configure the Windows proxy to be used only for specific destinations/program?

You can change IPlayer script (BBC iPlayer-Edit title-Script for the links to the resource-Edit script)

Code:
const
  HTTPREQUEST_PROXYSETTING_PROXY          = $00000002; 
  HTTPREQUEST_SETCREDENTIALS_FOR_SERVER   = $00000000;
  HTTPREQUEST_SETCREDENTIALS_FOR_PROXY    = $00000001; 

  ProxyServer   = '127.0.0.1:8000'; 
  ProxyUserName = ''; 
  ProxyPassword = '';

function WmsDownloadURL(const aURL: string): string;
var
  WinHttp: Variant;
begin
  WinHttp := CreateOleObject('WinHttp.WinHttpRequest.5.1'); 
  WinHttp.Open('GET', aURL);
  if ProxyServer <> '' then begin
    WinHttp.SetProxy(HTTPREQUEST_PROXYSETTING_PROXY, ProxyServer);
    if ProxyUserName <> '' then
      WinHttp.SetCredentials(ProxyUserName, ProxyPassword, HTTPREQUEST_SETCREDENTIALS_FOR_PROXY);
  end;     
  WinHttp.Send(Null);
  Result := WinHttp.ResponseText
end;
....