Sitebulb has a range of 'global settings' which act as the default settings for every new audit you start. From the top navigation menu, choose the 'Settings' option.

From here, the 'Proxy' tab allows you to connect to Sitebulb via a proxy. This is necessary if your internet traffic is routed through a proxy; since Sitebulb needs to connect to the internet in order to crawl, you need to give Sitebulb the details of this connection.