CoffeeCup Direct FTP wrks well with the FTP proxy built in to SpoonProxy.

To set it up, add the FTP proxy to SpoonProxy on port 10021 (recommended default port.)  In SpoonProxy, click on Properties >> TCP Map >> Add.  Select FTP as the port Type and select port 10021.

In CoffeeCup choose File >> Edit Servers to add a new FTP server.

Click the + Add button to go through the CoffeeCup wizard to add a new site:

Click Next:

On the username/password screen use the following format: your username + the @ sign + the URL (address) of the remote server you wish to connect to. For example, if you had an account called joe at the microsoft ftp site it might be joe@ftp.microsoft.com.

Your password is simply your password. Click Next.

Under hostname put in the INTERNAL IP adddress of your proxy server machine.  The above screenshot assumes your proxy server is at 192.168.0.1.    Click Next.

Select "Yes, I use a Proxy..." Click Next. Click Next again to accept the default. And select Finish.

You are done.

Your settings should look something like the following screenshot and can be customized still further if you so choose.  You will want to keep Passive Mode checked since you are accessing the internet through a proxy server.