I've got support built in for the main iControl connections (on the login dialog box) as well as separate proxy settings for the traffic generation dialog but have no way to test either. The only thing I know is that it still works as normal when you don't have the proxy settings enabled.
Here's a link to a zipfile with a debug build with proxy support. Just download the zip file, extract it to a directory, and run iRuler.exe from that directory.
http://devcentral.f5.com/downloads/joe/iRuleEditorWithProxy.zip
Click here
Let me know if it works or not (fingers crossed...)
-Joe