Straight from http://awk.cz/cntlm/ :

If you are not already familiar with using cntlm on a Linux desktop, this application is not ready for you... yet.

Although the code is rock-solid and has been compiled for Maemo and Harmattan from the Debian source package with only minor changes, at this stage it needs to be configured and run manually.

Download for Nokia N900 (also in extras-devel repository)
Download for Nokia N950/N9

The Debian version creates a 'cntlm' user account and configures cntlm to run as a service on startup. This version should be run manually, preferrably with debugging information enabled, i.e. 'cntlm -v'. Cntlm itself does not need to be run as root, but because the configuration file (/etc/cntlm.conf) may contain sensitive information, only root can read it, so first change its permissions so that it can be read and written by everyone, i.e. as root 'chmod +rw /etc/cntlm.conf'.

Tip:
Create a new wireless connection for your workplace's wireless network with a new name, for example 'MyWork (cntlm)' and in this connection's advanced settings, configure the HTTP and HTTPS proxies to http://127.0.0.1 port 3128.