I am using a web client class in my source code for downloading a string using http.
This was working fine. However, the clients in the company are all connected now
All previous answers have some merit, but the actual answer only needs ONE line:
wc.Proxy = new WebProxy("127.0.0.1", 8888);
where wc is the WebClient object, and 8888 is the port number of the proxy server located on the same machine.