You are on the right track. You will need to allow through your http-proxy the ports that you list, as well as the 3 HPC services listed in the documentation ( http://220.127.116.11/en-us/library/gg481763(WS.10).aspx -- same as that 2nd link that you listed).
The documentation includes an example of how to do it for Internet Security and Acceleration (ISA) Server. Although the way of doing this varies from proxy server to proxy server, the idea is the same. Also, ensure that any external firewalls are allowing
outgoing TCP communication through the listed ports.