I hope you get much better info than this, but I'll chip in.
Easiest way to do it would be to find out what ports the proxy lets through it
(Usually 80 and 443) and set sshd to listen on those ports.
You could also use Corkscrew to ssh through a proxy.
http://www.agroman.net/corkscrew/
ssh -p 443 user@sshd.home.com
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Well that's part of it.. see from my desktop (a winxp machine) I use putty to SSH through 443 to the ssh server on my linux box at home. The linux box has squid running on port 3128, but it's not exposed to the outside world (linux box is behind a router which blocks most ports but forwards 443 to the linux box). In putty on winXP i can tell it to open a series of ports locally and tunnel them through the ssh connection to the proxy server on my linux box. So then when I use mozilla I set the proxy to Localhost:3128 and it gets routed to my linux box and dumped through squid... That's what I want to be able to do from the zaurus.
Does someone know how to configure that tunnel from my zaurus. I have openSSH and it runs well (i was amused at how pine looks on such a small screen... so cute and amusing!) so now I just wnat to be able to tunnel other apps through the ssh tunnel... like kinkatta (AIM client), Opera, etc...