Recently, I was trying to use the Gimp File->Open Location menu item under windows (which is great for snagging png files off the web, as copy paste in/Windows doesn't support transparency properly... but that is a different issue...). I was stuck behind a proxy and it wouldn't work. Googling for 20-30 minutes provided nothing. Nothing in the docs. Hmmm.
I dug into the source code and did a bit of troubleshooting and discovered that Gimp compiled for Windows uses WinHTTP to download URI's. And WinHTTP does not use the normal computer's Internet Explorer network connection settings! The only way to change this setting is by using a command line program.
You can change the setting in Windows so Gimp can access files through a proxy with the command line "proxycfg"
proxycfg : Display current settings
proxycfg -d : Set to No proxy (Direct access)
proxycfg -u : import proxy settings from current IE settings
proxycfg -p < server-name > : < port > [ < proxy-bypass-list > ] ; Manually
set the proxy with an optional list of hosts not needing the proxy,
specified as host1;host2;host3 with wildcards allowed
I was thinking this might be worth including it in the gimp documentation somewhere as I was not able to find how to load URLs from behind a proxy anywhere else, but in the mean time it is here, so hopefully the next person with this problem will find my solution.