Configure CNTLM for proxy requiring basic authentication
This guy claims to have modified CNTLM to support basic auth: http://ubuntuforums.org/showthread.php?t=1396749 (I haven't verified that this works on windows personally (it works fine on my linux))
I use polipo for the same purpose, and it seems to work fine on windows (at least for http connections, dunno about https)
it works, cntlm segfaults with libc2.17 though, so make sure you're using libc2.16 or earlier