Behind A Uni firewall - Please Help

Hi, if anyone can give me a basic lesson in filesharing behind a University Firewall, I'll be most grateful.
I'm using MacPhex on OSX10.1.3. The program is fine, my problem is in specifying the exact details for the Proxy. It's a Socks V5 Proxy and I've entered it's address and port number in the relevant fields.
When I start MacPhex up, it happily runs off to collect host addresses from the host cache and starts pumping them up on the screen but is unable to connect to any of them.
I think the outbound traffic is fine through the Socks Proxy because it's finding addresses but the returning information may not be finding me. What can I do?
I've tried a port scan on the Proxy server so I know about five open ports, only trouble is when I type one into the Listening Port setting in MacPhex the program freezes.
Do I need to enter my own (temporary) IP address into the Export Host IP field?
I'm a bit confused, so if someone can help....
Thanks in advance.