If its not in there, then :

A. You don't have a proxy at your workplace.
B. Proxy Use/Access is restricted to IT and other specified people.

Resulting in the Company Firewall blocking and probably logging your attempts
to mirror a certain page.

Solution :

Get a shell box or setup your own private proxy at home ( if you leave your PC
during working hours ) and then connect to it through an open port* from work.
Then setup HTTrack to use that proxy & port. 

*Plain ports :
Web	80
Web1	1080 
Web2	8080
SSH	22
Telnet	23
SMTP	587
FTP	21 

Administration Tools ports :
Terminal Services		3389
pcAnywhere			5631
VNC				5500 & 5900-5904
Dameware Mini Remote Control	6129
Remote Admin			4899

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BTW- Its not under 
Internet Options, Connections, Lan Settings 

Thanks for the help!