CC Proxy can work as mms proxy server for Media Player.

CCProxy is an easy-to-use proxy server software. Full supports Windows 98/ME/NT/2000/XP. For more details of CCProxy, please click here. Also you can download it here for a trial. CC Proxy Server allows all computers on the LAN access the Internet through a single Internet connection. You only need to install CC Proxy on the server which can access the Internet directly and other PC clients can connect to the Internet through CC Proxy. It will provide you a cost-effective Internet connection sharing solution without losing ease of use and peace of mind.

We recommend using MedialPlayer7.0 or above.

Local Proxy Server address:192.168.0.1.
Proxy port for MediaPlayer:1080
Proxy port for HTTP:808

Menu"Tools"--> "Options"--> "Network"

Figure-1

As it is shown in above figure, in Proxy Settings box, move cursor to HTTP , click button "Configure".
Change settings to the way shown in figure-2.

Figure-2

Move cursor to "MMS", click button"configure", change the settings to the way shown in figure-3.

Figure-3

Note: The ports for HTTP and MMS in figure-2 and figure-3 are different. The port for HTTP is 808,
while the port for MMS is 1080.