Generally you can configure your browser settings for this. In Firefox it's Options -> Advanced -> Network -> Connection (Settings).
IE automatically ignores proxies if it detects a localhost URL. This has always been a thorn in the side of tools like Fiddler.
However, you can often get around that by literally going to
http://somesite.com:1234. Someone has taken the time to register the "somesite.com" domain to automatically route to 127.0.0.1. This fools IE into thinking it's an outside domain, but should run through your proxy while redirecting to your local server.
Good luck.