You can create a Method to send the mail through proxy...
MailAddress from = new MailAddress("from@mailserver.com");
MailAddress to = new MailAddress("to@mailserver.com");
MailMessage mm = new MailMessage(from, to);
mm.Subject = "Subject"
mm.Body = "Body";
SmtpClient client = new SmtpClient("proxy.mailserver.com", 8080);
client.Credentials = new System.Net.NetworkCredential("from@mailserver.com", "password");
client.Send(mm);
There is no need to incorporate it into your web.config at all