For sure you can use that proxy scanner, I wrote one myself when mirc started supporting raw socket handling. The problem again is that a lot of channels and irc networks scan all these common ports, 3128, 80, 8080, 1080 and a few more so that's why you should go for uncommon ports.
As you can tell my suggestion with using a proxy is rather icky and never permanent unless you get someone to actually set up a sock for you so for the long haul, get a shell that allows eggdrops and set up a psybnc.
Always a pleasure to meet a fellow mirc scripter lil2rich
