Such thing as a router that supports a proxy on a per-domain basis?

[sheamus]

I have to use a proxy to access a certain video stream. Currently I just use a plugin for Chrome browser on desktop, but when when I would like to watch the stream from another device in the house such as the PS3, or iPad, I have to manually setup the proxy, then disable when I am done. Generally this is too much of a pain in the butt, and I don't bother.

Do any routers support using a proxy when connecting to certain domains/IP's?

Thanks,
~S