Internet access for Macs through MS Prox

We recently replaced an outdated firewall with Microsoft Proxy Server to provide internet acces for our NT network. After installing the Proxy client on the PCs, they all work fine. The problem is in getting the Macs to do the same. Is there an equivalent client piece for Macs, if not what am I missing? They can ping the proxy and vice versa, and I have made what I thought were the appropriate settings changes in their browsers, but still no go. They had no problem going through the firewall in the past, but returning to that solution is not an option. Any suggestions?