Full URL if Proxy ?

HI, has anyone encounter the following problem:
 
I run netscape as the client browser talking to an apache web server.
In between them there is a proxy server sitting on the client
machine.  The proxy serve simply do tunneling now.
 
 I request the first url, e.g. http://www.cs.ualbert.ca/~wendy, which
 is my home dir in my research acct.
 
 Then I request a link on the page, which in the html page is simply
 pointing to a file in a subdirectory, e.g. <a href="subdir/hello.html">
 
 The request header received upon the second request is not what I read
 from the http 1.1 spec....
 
 Received:
 GET http://www.cs.ualberta.ca/subdir/hello.html HTTP/1.1
 
 Instead of what I expected to be 
 GET http://www.cs.ualberta.ca/~wendy/subdir/hello.html HTTP/1.1
 (recall full path if thru proxy)
 
 Does anyone know why ?  This happens every so often.  Is this an apache
 server or netscape browser bug ???
 
 Thanks in advance for any responses....
 Wendy