managing traffic from localhost with pf

[[LoN]Kamikaze]

I'm using pf for NAT and redirecting traffic from my home network into a transparent proxy (squid26). I'd also like to send traffic from localhost into the proxy, but everyone I ask "thinks" it's not possible. Direct http and ftp access is blocked here, the proxy forwards to an external one, so the whole situation is a real pain, because my gateway is the only machine without http and ftp access. Even though it's providing that for all other machines on the net.

So my question is, is it possible? What would I have to do to make it possible?