Use Joomla! 1.5 with Proxy

After quite a bit of research I finally found the solution to the following problem challenge:
For some reason I am running a Joomla! 1.5 site in an intranet where internet access is only possible through a proxy server (despite the fact that I normally avoid Joomla! – I am using a different CMS for websites, not even WordPress). Out of the box, this is apparently not at all foreseen in the Joomla! configuration options – there is no option whatsoever for a proxy connection.