First step would be to setup WinGate to successfully integrate with your active directory. There are several good knowledge base articles that detail this - you can find them at
http://support.qbik.com/index.php?_a=knowledgebase.
Specifically:
http://support.qbik.com/index.php?_a=kn ... ails&_i=82
If you do set a forwarder, then you might want to add the ip-address of your AD controller to the list of ignored DNS Servers in "Advanced Options". (Available from the WinGate Start Menu, only for version 6)
Once you've done all of that you would go into the UserDatabase options. There, set WinGate to use the OS Userdatabase, and ensure that it synchs with your AD.
Once you've got that - all that should be necessary is to setup a policy that requires authentication in the Web Proxy and to force it to use NTLM (For example, there are other posts / articles that detail the exact policy setups you can go through -
http://forums.qbik.com/viewtopic.php?t= ... ate+manual as one example)