SFTP an internet address from a system behind an internet proxy

I was wondering if it is possible to setup SFTP to go through the internet proxy while connecting to an internet location.

Problem: Client system is behind internet proxy. SFTP to any internet location fails as there is no documented way to configure SFTP to connect to internet locations through the internet proxy.

maybe this will help
SSH Proxy Command -- connect.c

SFTP has an option called ProxyCommand - see this link, Solaris specific, or this one. HTH.

Thanks. I will try these options and report if they are useful here. The constraint I have is I cannot use any external program like connect.c.

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