Well, here goes.
I have a new, HIGHLY EXPERIMENTAL version of the Demand 5 plugin:
Demand 5 1.3.2
New, possibly broken, features:
1) Supports HTTP, SOCKSv4 and SOCKSv5 proxies for the HTTP data
2) Supports SOCKSv4 only for RTMP streaming outside the UK/via a SOCKSv4 proxy. (Channel 5 in their infinite wisdom geo-lock the RTMP streams - doh !)
To make this work with a proxy is a little tricky.
1) Make sure that you have a UK-based SOCKSv4 proxy. Test it using your favourite browser to ensure that it actually does work.
2) In the "Proxies" page, declare your HTTP proxy (that is the one that serves webpages)
3) In the "Streams" page, declare your SOCKS proxy
4) In the "Downloads" page, declare the location of RTMPDump and the Default Download Folder. (You can ignore the mplayer setting)
5) If you have a SOCKS streaming proxy set up, whether you press PLAY or DOWNLOAD, a background process to download via the proxy and then kick off the XBMC player will work. If you find that the your video cuts out after starting, it is probably because the buffer hasn't filled up enough - you can adjust the amount of time between starting the RTMPdump and the video playing by changing the "Playback Delay Time" (default 10 seconds) in the "Streams" page.
I will probably make some changes to this over the next few days, so, Your Mileage May Vary.
Good luck !
David
BTW - looks like this is Linux only for the moment. Windoze is complaining that the zip file has an invalid structure and giving me no indication of where that problem may be. Plus, the parallel download mechanism that works well on real operating systems refuse to work.