This should help some people in universities or who otherwise have restrictive firewalls between them and gamespy.
You'll need two pieces of software.
First is http-tunnel, this lets you proxy any traffic in valid http requests. The free account lets you use 40kbps of bandwidth.
Second is sockscap, this lets you redirect traffic from any application thru a socks proxy.
Install both, startup http-tunnel. Configure sockscap to launch dow.exe with it pointed at 127.0.0.1 port 1080. Play.