Using SSL with Exodus

I am looking for some documentation on how to setup SSL with Exodus so 
that I can get through a firewall (I have googled the archives of this 
list and the web in general, but did not find any useful information, so 
  I am asking).

I have downloaded the SSL dlls and installed them in the appropriate 
place, but

(1) Preferences->Network->HTTP Proxy->Approach does not list HTTPS

(2) I am not sure what SSL certificate Exodus is suppossed to use (do I 
need to get one for it, and if so from where?)

Help appreciated.

Tomas