I would like to send http request to the specified url's via my proxy server. Can this be done?
you can do this by:
(a) set the value of Machine_IP to your proxy server (eg. 10.1.1.1:8080) in your hammerhead configuration file.
(b) in your scenario files for your request, make sure you specify the full URL including hostname and path (eg. RGET http://www.yourwebcontent.com/pathtocontent/page.html\)
the rest should take care of itself.