Este complemento deve realizar o trabalho:
AutoProxy :: Complementos para o Firefox
AutoProxy is an add-on to help you use your proxy (http/socks) automatically & efficiently.
With AutoProxy, you no longer need to switch your proxy status between on & off manually. If you prefer to visit a website via proxy, just add it's domain to AutoProxy's preference. After that, when you surfing, specified websites will be transfered through proxy while leaving others connect directly.
Screenshot