Putty configuration for use with SSHproxy
(configuration tested with Putty version 0.58 and SSHproxy version 0.4)
Open Putty and select Tunnels in the left side :

enter the source port, i.e. the port that will be opened on the local
machine, and the remote host followed by the port number SSHproxy is
listening on
(2242 by default) separated by a colon as showned above, then click on
the Add button.
your configuration must looks like this :

Then select the Kex section in the left side.
NOTE: This doesn't apply if you are using paramiko version 1.6.2 and up
We have to change the order key exchange algorithms are used by
Putty : lower the priority of "Diffie-Hellman group
exchange" and "Diffie-Hellman group 14" algorithms below the line "warn
below here", like this :

Now select SSH section in the left side.
We are going to tell which command to send to SSHproxy
in order to connect to the machine behind the SSH tunnel. Enter a
command of the type user@host.Use names and hosts already configured in
the SSHproxy database during the installation. Let other options
unchanged. For example :

At last, select Session in the left side.
Enter the hostname (or its IP address)
of the server initiating the tunnel along with the port number to use
(the same than the source port in the tunnels page). Choose a name for
keeping these settings in the field "Saved
sessions" and hit save :

You only have now to click the "Open" button to
establish connection with the remote machine
through SSHproxy.