I use winscp called in scripting mode (session /ini.. /command..) with config and session stored in winscp.ini.
There are various sessions stored with different port and protocol settings (scp:80,scp:22,ftp) and the
calling program tries all sessions by subsequent calls of winscp.
So this works already in many networks without any configuration.
Great would be if an automatic proxy setting will be used, if the direct connection fails,
similar to the proxy detection in software update setting.
I dont know if the proxy setting can be retrieved completely from IE or system settings,
or only a HTTP session can be established.
But this would allow to preconfigure a program, that will work in nearly every environment.