cannot download MiKTeX packages behind corporate firewall due to proxy problems

I tried to use MiKTeX but the LaTeX file I am processing uses the fancyhdr
package, which is not in MiKTeX by default. I tried to download it but I am
behind a corporate firewall. I tried to configure the proxy but it only
takes a URL with optional port number. Unfortunately, the WIndoze
environment that I am in has a config file, specified as a URL, for the
proxy. It failed to resolve the name. I substituted the IP address for the
server name but it still failed with the same error. Has anyone seen this
problem before? Shall I raise an official bug report?

-- 
Regards,

Andrew Marlow
http://www.andrewpetermarlow.co.uk
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