By far my favourite music player for Linux is Amarok (although I wish it had a way to play random albums as well as random tracks). However, when I'm behind the firewall at work, Amarok needs to speak through an http proxy to update my last.fm profile. Well and good, but Amarok is a KDE application, and picks up its proxy settings from the KDE kontrol centre. I use Gnome. Fortunately, jornero posted a solution to this Ubuntu forum thread, which also works on Fedora 9. Thanks jornero!