You can do one of several things depending on your environment.
If you are using windows, and have active directory, and your versions are relatively recent, and if you were using internet explorer or if firefox is configured to use the "system proxy settings", you can use a GPO to specify the sites excluded from proxying. This is fairly trivial to do using the GPO GUI in gpedit.msc.
If you are using WPAD to configure your proxy settings (as would be the classical solution for proxy configuration in firefox), change your wpad.dat (or other proxy autoconfiguration file) to contain a rule which matches these intranet sites of yours, and return the string DIRECT
for them. This will cause those sites to be excluded from proxying.
Finally, regardless of what you are doing, you can make the intranet sites accessible to the proxy. This will proxy all the intranet traffic as well as the internet traffic, which might be contrary to your intent, though this will not normally pose a significant security risk on a correctly configured proxy server.