proxy authentication.

Hello,

I am behind a proxy and have been trying to do proxy authentication for
a long time. but cant get the program access webpages. 
I have tried doing HTProxy_add. But donot know how to do the
authentication part.
I have also tried setting the http_proxy environment variable, but the
program does not ask for user-name, password for the proxy.
Can anyone please help me out.

Thanx in advance.
-Sagar