First, find my.service.xml which is located in the following directory (assuming default install locations):
Windows: C:\Program Files\CrashPlan\conf
Open this file in a text editor as an administrator.
Find the section marked by <servicePeerConfig>…</servicePeerConfig>.
Change the value inside the <useProxy> flag from false to true
If your proxy is set in your OS network settings then that should be all you need to get connected. If you're using a PAC file, you'll need to modify <remotePACFileUrl>:
OLD: <remotePACFileUrl nil="true"/>
NEW: <remotePACFileUrl>your pacfile url goes here</remotePACFileUrl>
Now save the changes and turn the engine back on.
The CrashPlan Desktop application should now be able to detect your proxy settings and connect to our servers. You may need to restart your computer after you make this change, allowing you to begin your backup and modify your settings as you see fit.
Note: You may need to also edit the default.service.xml file. In this case, you'll need to add the <useProxy> and </useProxy> tags, along with the <remotePACFileURL> and </remotePACFileUrl> tags if needed. If you need to edit default.service.xml, you add these tags between the <servicePeerConfig> and </servicePeerConfig> tags.