Questions regarding proxy settings

Please give me some advise regarding the proxy settings:
Here is the sample setting from Winscp's FAQ:

[Sessions\mysession]
HostName=example.com
UserName=customer
ProxyMethod=3
ProxyHost=proxy
ProxyPort=8080

Questions:
1. Is the HostName the name of FTP server (final connection destination), or the name of proxy server? If it's the name of FTP server, is this required when connecting via a script (in the script: open sftp://<loginName>@<FTPserver>:10022 -privatekey=privatekey.ppk)?
2. Can the HostName set to the IP address?
3. Is the UserName the one for login to Proxy server, or the one for login to the FTP server (final connection destination)?
4. Where can I find the list of index numbers for supported proxies? What is the index for SOCKS5? (I guess it's 2, but not 100% sure)
5. Is the ProxyHost the DNS of proxy server?

6. I have issued the command:
Winscp /ini=<path>\proxy.ini /script=<path>\connect.scp

Within the proxy.ini, I've set proxy information as below:
[Sessions\mysession]
HostName=138.126.254.200
UserName=
ProxyMethod=2
ProxyHost=138.126.254.200
ProxyPort=1080

However, from the session log, it showed proxy: none. Of cause, the connection failed. I'm sure WinScp has taken the proxy.ini file since it's modified after the execution.

Here's the paragraph from session log (account info has replaced with XX...X):

2010-11-12 09:00:22.791 --------------------------------------------------------------------------
. 2010-11-12 09:00:22.791 WinSCP Version 4.2.7 (Build 758) (OS 6.0.6001 Service Pack 1)
. 2010-11-12 09:00:22.791 Login time: Friday, November 12, 2010 9:00:22 AM
. 2010-11-12 09:00:22.791 --------------------------------------------------------------------------
. 2010-11-12 09:00:22.791 Session name: XXXXX@connect2.intrado.com
. 2010-11-12 09:00:22.791 Host name: connect2.intrado.com (Port: 10022)
. 2010-11-12 09:00:22.791 User name: XXXXX (Password: No, Key file: Yes)
. 2010-11-12 09:00:22.791 Tunnel: No
. 2010-11-12 09:00:22.791 Transfer Protocol: SFTP
. 2010-11-12 09:00:22.791 Ping type: -, Ping interval: 30 sec; Timeout: 15 sec
. 2010-11-12 09:00:22.791 Proxy: none
. 2010-11-12 09:00:22.791 SSH protocol version: 2; Compression: No
. 2010-11-12 09:00:22.791 Bypass authentication: No
. 2010-11-12 09:00:22.791 Try agent: Yes; Agent forwarding: No; TIS/CryptoCard: No; KI: Yes; GSSAPI: No
. 2010-11-12 09:00:22.791 Ciphers: aes,blowfish,3des,WARN,arcfour,des; Ssh2DES: No
. 2010-11-12 09:00:22.791 SSH Bugs: -,-,-,-,-,-,-,-,-
. 2010-11-12 09:00:22.791 SFTP Bugs: -,-
. 2010-11-12 09:00:22.791 Return code variable: Autodetect; Lookup user groups: Yes
. 2010-11-12 09:00:22.791 Shell: default, EOL: 0
. 2010-11-12 09:00:22.791 Clear aliases: Yes, Unset nat.vars: Yes, Resolve symlinks: Yes
. 2010-11-12 09:00:22.791 LS: ls -la, Ign LS warn: Yes, Scp1 Comp: No
. 2010-11-12 09:00:22.791 Local directory: default, Remote directory: home, Update: No, Cache: Yes
. 2010-11-12 09:00:22.791 Cache directory changes: Yes, Permanent: Yes
. 2010-11-12 09:00:22.791 DST mode: 1
. 2010-11-12 09:00:22.791 --------------------------------------------------------------------------
. 2010-11-12 09:00:22.792 Looking up host "connect2.intrado.com"


Please help!

cko wrote:

1. Is the HostName the name of FTP server (final connection destination), or the name of proxy server? If it's the name of FTP server, is this required when connecting via a script (in the script: open sftp://<loginName>@<FTPserver>:10022 -privatekey=privatekey.ppk)?

If you connect like that the settings in [Sessions\mysession] won't apply at all.

2.-5.: Configure the options in GUI.

6. I have issued the command: ...

See 1.