We use 2 SIMILAR Microsoft ISA Proxy Server 2003 to connect to internet. Each Proxy has different Login style, as below :
Server-1 : nt-domain\\alan Server-2 : alan@
Are you running an application or an applet? An applet can piggy back on the browser's proxy authentication mechanism.
I would suggest using cURL to connect through your proxy first, and view the handshake which occurs. The proxy server will offer the client a list of authentication methods.
If the user and password are fixed, you can sometimes just lift the header out from your browser session, and use that in your code. For example, I can add this header to a request, and the proxy will see me as authenticated:
Proxy-Authorization: Basic AbCdEfGhOjk==