Definitely not. I didn't read your post closely enough before I suggested the test. Otherwise, I would have seen that you had the FTP proxy enabled.
I also hadn't considered whether you were running the HTTP/S proxy in transparent mode. Dilandau hit the nail on the head there; to use anything other than HTTP and HTTPS, you have to have the Proxy in one of the modes requireing that you point your browser at the Proxy.
