Actually this feature is already available. If you would like to use a proxy in WebSite Auditor, please enter its address and port number to the application through "Preferences -> Proxy Settings". You can also alternate several proxies to prevent temporary blocks (Preferences -> Search Safety Features -> Proxy Rotation).
If you are interested to learn more about preventing temporary blocks in search engines, here's an overview of search safety settings you can use:
http://www.link-assistant.com/support/i ... d=69&nav=0