To debug this, I did a telnet to my proxy and typed a request by hand
(copying one put out by the gateway):
telnet myproxy 8080
Connected to myproxy1. Escape character is '^]'.
Proxy-Authorization: Basic myproxypasswordhere
and get back:
HTTP/1.0 200 Ok Proxy-agent: Netscape-Proxy/2.5p1 Date: Thursday,
24-Apr-97 17:01:39 GMT Content-type: text/html
Z T2U: Empty or Bad TCP request.
Connection closed by foreign host.