I don't use the command line, so I can't be very helpful.
Your bat file contains 
> <http://USER:PASSWORD@www.scform.unica>
> .it/admin/newDefault.jsp?login=yes&online=all?>postf
> ile:C:\My%%20Web%%20Sites\Sc
> Form%%20251108%%20-%%20federici\pagine%%20personali
> %%20federici%%20scform\hts-post1"
Since your using catchurl that probably shouldn't be there, as the url and
cookie is being captured.

> 5. set proxy as specified
> 6. the command window hangs. so I opened a new
> browser window
> 7. the window shows a message saying to restore the
> proxy
> 8. restored proxy

browse to the login form
set proxy
complete the form
then 7 and 8 should happen.