I tried to show the prototype to a friend of mine, but he cannot do a direct connections. In fact he uses a proxy server for browsing too.
I made a quick search and apparently there are some hints that ActionScript3 supports the CONNECT method which basically uses HTTP to tunnel a connection. Although I'm not really sure how to do this.
Another interesting thing I've learnt is that now in AS3 there are Binary Sockets... (rather than using XMLSocket)
I've also found this blog entry (which is almost 1yr old) of this guy who seems to work @ adobe who has done some class that uses the CONNECT method. Will look into it sometime later on.
If anyone has ever used these or would like to dig deeper on how we can use it for the prototype, leave a comment or send me an email ;)