I wanted to playback my Jmeter script through the debugging proxy Fiddler. This was a lazy way to pass on the requests through the corporate proxy for the clients site. They configured their proxy via a .pac file so it was simpler to start fiddler. Fiddler will automatically read the .pac for the default browser and connect to it. All I had to do was to route the Jmeter traffic to the fiddler proxy. This was done when starting Jmeter from the command line.
jmeter.bat -H 127.0.0.1 -P 8888
The above uses the default config for the Fiddler proxy.