First I'd suggest to ask proxy administrator about proxy parameters, like port, it's type and security settings. Some info you probably can get from your browser if it's configured to work through proxy. (there should be an option like "automatically configure for proxy...").
Hopefully in the simplest case you need to send the same HTTP request to proxy to configured port number(80?). In my case proxy is made transparent for me and there is no such a problem.
Administrator should know how to solve this.
Sergey