Any secret to getting SSL to work through a proxy?

I have a demo app (secureget) that worked fine when retrieving an SSL document from outside a proxy.  I can't get it to work from behind a proxy even when I add the lines

	HTProxy_add( "http", "http://my.proxy.com:8080" );
	HTProxy_add( "https", "http://my.proxy.com:8080" );

to the program.  My browser can get the document with all proxy settings pointing to the above address.

Anyone have any hints or suggestions?

thanks,
Marco