Hi Daniel,
"Smart tunnel supports only proxies placed between computers running Microsoft Windows and the security appliance. Smart tunnel uses the Internet Explorer configuration (that is, the one intended for system-wide use in Windows). If the remote computer requires a proxy server to reach the ASA,
the URL of the terminating end of the connection must be in the list of URLs excluded from proxy services
. If the proxy configuration specifies that traffic destined for the ASA goes through a proxy, all smart tunnel traffic goes through the proxy."
You can get more information from following link:-
http://www.cisco.com/en/US/docs/security/asa/asa84/configuration/guide/vpn_clientless_ssl.html#wp1321610
HTH!!
Regards,
Naresh