At the time of writing, Hfnetchk can't automatically download a signed compressed cabinet format (CAB) file through a proxy server. To work around this limitation, you can manually download a copy of the current CAB file from http://download.microsoft.com/download/xml/security/1.0/nt5/en-us/mssecure.cab and use WinZip or a similar tool to extract the XML file from the CAB file. Put the XML file in the Data folder. Hive.exe contains a sample XML file in the Data folder to get you started.
Alternatively, I've written a Microsoft Visual Basic (VB) service that leverages the Microsoft Internet Transfer Control (ITC) to download the CAB file automatically through a proxy server. The compiled service (hivesvc.zip) and full source code for the tool are available from the Code Library on the Windows Web Solutions Web site.
To use the service, unzip the hivesvc.zip file to a setup folder on the Hotfix Identification and Verification Engine (HIVE) central server. Then, navigate to the setup folder and edit the hive.reg file with appropriate values for your environment. Next, copy the ntsvc.ocx file from the setup folder to \%systemroot%\system32. Open a command prompt and type
to install the service. A dialog box will appear stating that the service has been installed. Ensure that the proxy credentials are correct for your environment and that the target folder (which you specified in the hive.reg file) for the CAB file exists. Finally, start the HIVE service. The CAB file might take several minutes to appear in the target folder.