Connecting to a. Proxy pac?

My college makes you connect through a proxy, it's pretty easy – the way he gives for Firefox (OS X) is to preferences> Advanced> Network> Connection Settings> Automatic proxy configuration URL, and then put in the URL pac .. Easy, in terms connection with the browser, but is there any way to connect my connection to all this way for you to access other programs? And if not, is there any way to run through other programs in the same way I do with firefox, in particular, Adium? Thanks for the help.

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How To Use Microsoft Internet Explorer & Mozilla Firefox : Using the Firefox Configuration Page