I have literally been trying to do this for a whole day...driving me absolutely mad. Thankyou so much! I owe my evening to you.

For anyone that's interested, this is also a useful way to access things which your institution can but you can't; a good example is MathSciNet...using this technique I can use my university computer as a proxy server and access it from home. (Perhaps this has been discussed. I stopped reading when it actually worked!!)