Microsoft Remothe Desktop through proxy

• Microsoft Remote Desktop app V. 8.0.12.


• OS: OS X Yosemite 10.10.1

I have a Web and HTTP proxy set up for internet filtering, but the name of my computer (to connect to) is not included in the proxy whitelist. Instead, the proxy is set up to allow all local connections, by not going through the proxy.

I can tell RDC (Remote Desktop Connection) is going through the proxy, since it is asking for my credentials stored in the keychain.

My question: How can I set up RDC to not go through the proxy.

Any help is appreciated!