Proxy authentication for a program that is not proxy aware

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http://serverfault.com – At work we have a proxy that requires authentication (windows username/password) to be able to use. I am in the situation where I have a program that communicates via port 443 but has no scope for proxy use. Assuming the firewall cannot be changed is there any way that the program I have can be made to work through the proxy? My thoughts are along the lines of a 3rd party app that will be proxy aware and capture and route traffic from that one program but I don't know if such things exist. Having said that any solution that will help programs use a proxy when they are not aware of it will b (HowTos)