I've also tried adding the sites as proxies directly into the browser, but then nothing loads at all. For example in Firefox I open "Connection settings" (from Options > Advanced > Network) and put the domain name, e.g. "example.com" under "automatic config..." or "manual config..." with port 80, it never works.
Do I need to put something else in those boxes? Is there a better way to view Flash/video with a proxy?