var result = new StringBuilder();
           try
           {
               var transferProxy = new WebProxy("<webproxy>:<proxyport>/", true);
               transferProxy.Credentials = new NetworkCredential("<username>", "<password>", "<domain>");
               var transferRequest = WebRequest.Create("http://www.snipplr.com");
               transferRequest.Proxy = transferProxy;
               HttpWebResponse transferResponse = (HttpWebResponse)transferRequest.GetResponse(); 
               System.IO.Stream outputStream = transferResponse.GetResponseStream();
               System.Text.Encoding outputEncoding = System.Text.Encoding.GetEncoding("utf-8");
               System.IO.StreamReader outputReader = new System.IO.StreamReader(outputStream, outputEncoding);
               char[] chars = new Char[256];
               int readCount = outputReader.Read(chars, 0, 256);
               int totalRead = readCount;
               while(readCount > 0)
               {
                   string str = new String(chars, 0, 256);
                   result.Append(str);
                   readCount = outputReader.Read(chars, 0, 256);
               }
               transferResponse.Close();
               outputStream.Close();
               outputReader.Close();
           }
           catch(Exception ex)
           {
               string str = ex.Message;
           }
           StreamWriter fileOut = new StreamWriter("testProxy.txt");
           fileOut.WriteLine(result.ToString());
           fileOut.Close();

Example Web Proxy Use

C#