Add proxy server

In the system status bar, click the ProxyCap icon and choose Configuration.

Click the Proxies category.
Press the New button.

Fill in the proxy settings. Any working proxy will be OK.
Press the OK button.

  Create rule for Apple's VNC client

Click the Rules category.
Press the New button.

Click Specify in the Application section, then click the Browse button.

Navigate to the /System/Library/CoreServices and select Screen Sharing.
Press the Open button.

Press the OK button.

You are done. Click OK to save the configuration.