It is built into Firefox. Open about: config, find 'ntlm'
The setting you are looking for is called network.automatic-ntlm-auth.trusted-uris and takes a comma-limited list of uris proxies.
This will allow FireFox to automatically send hashed copies of your Windows password to the proxy server, which is disabled by default. IE can do this automatically because it can use security zones to find out if a trusted server is trusted or not.
Blog post about it
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