I tried in the past but gave up since I couldn't figure how to cleanly handle the cookie from the other domain. However if you don't care about the cookie or content from the IIS server you can do this quickly.
I guess you meant Servet Mapping when you said Servlet Filter. All you probably have to do is configure the servlet and servlet-mapping with the URI's that needs to be proxy.
Yes it's definitely possible to use WebLogic's proxy servlet but bit complicated and documentation is scarce. Any reasons why you can't use Apache's HttpClient besides that you need a additional set of jars?