Add UI similar to email configuration.
Add FAQ similar to http://piwik.org/faq/how-to/#faq_93
I guess that means you have to implement the code now. ;)
Thanks Anthon! I'm not keen to build UI for this since this is not common use case and users will be technical enough to configure this via config file.
Updated FAQ Piwik doesn't show me when new updates are available, and the SEO plugin doesn't work. and added FAQ redirecting to this one: How do I configure outgoing (forward) proxy in Piwik (eg. squid)?