Need to login to Skype with a proxy

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http://superuser.com – I'm in a boarding house as a student and my internet connection is established with a LAN cable. We were told to configure Firefox or IE with that specific proxy server (example and port (example 6258). So far so good this is working. However Skype, or Spotify is not. Even when I manually insert the server name and port it is still not working. I suppose they blocked it. Is there anyway to make it work? (HowTos)