firewall to external proxy

Hi everyone,
        I am wondering about the best way of configuring squid to use our ISP
external proxy through a TIS proxy firewall

        SQUID-->(TIS)HTTP-GW->MS Proxy Server->Internet

At present it is
        SQUID-->(TIS)HTTP-GW->Internet
The MS proxy cache seems to work ok if used direct.
I know it is probably a question for both the TIS and SQUID mailing list
but how does the header rewrites handle talking through firewalls?
TIA

-- 
Darryl Bond
NRG Gladstone Operating Services Pty Ltd ( Gladstone Power Station )
[email: dbond@nrggos.com.au] [voice: (079) 765756] [fax: (079) 765100]
snail: PO Box 5046 Gladstone 4680 Queensland , Australia