Proxy servers allow a client to make indirect network connections. The client connects to the proxy, makes a request for a connection, file, etc. The proxy then provides this resource by getting it from the requested address or by retrieving it from its cache. The advantages of using a proxy server can include filtering, connection sharing, increased speed and decreased bandwidth use. HTTP proxy servers are web servers that relay requests from a client to an external FTP server. 

Xceed FTP for .NET version 3.2 and up supports HTTP proxy servers.