Mock proxy server on local (With fiddler and windows firewall)

My clients are using a proxy server on their corporation,and I want to set up dev environment for testing development related to proxy issues. So, I want to set up a proxy server which blocks all port 80 requests, unless the request is requested by the proxy server. This is what I tried:

1. Installing fiddler2 on port 8888.


2. Setting up two rules on windows firewall:
   
   
   
   • Block all port 80 requests.
   
   
   • Allow all requests from fiddler exe.
   
   
   
   

Then, I opened FF and changed the proxy server to be 127.0.0.1:8888. Unfortunately, the requests from the fiddler are still blocked. What am I doing wrong? Is there other program which do that easier? (Tried also with CCProxy without success).