How to use RDP client through a proxy ?

Hi,
we have some users in our LAN that have to connect to external RDP servers.
Those servers don't use RDP Gateway (and we are not the owner of those servers).
We dont want to open specific trafic from our LAN to those IP Adress on port 3389; we prefer to let this trafic goes through our proxy server (for security reason, because the direct connection will not be supervised).
So, my question is : Is there a way to configure the RDP Client (the official one or another one) to connect through a local proxy instead of trying to directly connect to the external IP address of the RDP Server ?
Thank you

You could do this with an ssh tunnel and putty very easily. Most web proxies won't actually allow port forwarding like that and restricted to 80 and 443.
If you want to know how to do it with a ssh tunnel and putty let me know.
Opening outgoing 3389 from one internal subnet to specific external IP is not such a security risk. Just don't open inbound 3389 from those hosts and you should be fine?
I am not sure if outbound RDP will require inbound ports to be opened. Its quite rare that any external RDP is opened in my experience as its such a security risk (on the part of the external rdp hosts).
ITs much better to VPN to the external hosts then initiate local (via vpn) rdp connections.

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