If you are trying to get the Gnutella client to see out, and your proxy server has SOCKS 4 or 5 capabilities, use a program like SocksCap. http://www.socks.nec.com/ You will need this because all existing Gnet clients that I know of do not support proxies.

If you are trying to get someone on the outside to connect to your computer directly, you would have to map a port on the proxy server. It MUST be the same TCP port that you are using in your client, eg 6346. Map it to 6346 on your local computer.