Hi,
I too have not been able to identify where I can specify the http proxy, especially as the immunet site recommends a http proxy for LAN installs with a high number of client computers.
There is a section in the freshclam.conf, which works for manually updating that, but has no effect on the rest of the immunet program (updates, community login, community notices).
this must be a basic issue that many users have experienced, yet the forums / google searches a vague.
David