Your favorite red-headed Teva archer just managed to fool Fiesta using a proxy too. Don't set the proxy in Internet Explorer like the opening post suggests though. That only changes the startup screen from the launcher and has no effect on the authentication itself (En-Trap is partially right).
What worked really well for me is to use a local proxy application (Proxifier or something similar) in which I made a rule that said that all traffic coming from the Fiesta launcher (outspark.exe in "Launcher"-folder) should be redirected to some SOCKS proxy server, this way I even managed to let Fiesta think I'm from China and should download Shine online. Fun times.
If no good guide shows up, I'll write one. Too tired now though
The only problem is, how to easily find a good SOCKS proxy. Any suggestions?