Ninite installers use the system's global proxy server settings. These can be changed in Internet Explorer's Tools menu by choosing Internet Options, then Connections, LAN settings. Click here for more information
You can also override this with the /proxy switch. Like:
[your ninite .exe] /proxy <server> <port>
If the proxy server needs a user name and password, the Ninite installer shows a dialog box asking for the credentials. The credentials can also be supplied on the command line with the /proxyauth switch. Example:
[your ninite .exe] /proxyauth <user> <password>