I have an authentication page that i want to capture using the Capture URL
option.
This is the order of things i do:

-Browser is opened and the authentication page has been opened and the form is
filled in.
-I click capture url
-I change the proxy-settings to the given data
-I click the submit button
At this point, httrack should detect the link being submitted, but it does
not, the dialog with proxy-settings remains and the only thing i can do is
wait until i weigh an ounce or click the abort button.

Okay i solved this problem myself here's the catch:

When you have an active VPN connection you need to set the proxy settings in
the VPN properties of the internet options.

-Just follow the procedure so far in the documentation to open the Internet
Options.
-Go to the Connections Tab.
-Click the current VPN connection that is open or you want to use,  then click
the "Settings" button
-At the "Proxy server" field, check the "Use a proxy server...." box, in there
you fill in the proxy address and port number.
Now HTTrack will capture the formdata.