I was able to add a proxy to HttpClient, HttpWebRequest and HttpRequestMessage. They do not have to be used together, but I just found two ways of making HTTP Requests with proxy. To do this in windows store/metro applications, you would have to implement IWebProxy.
Take a look at this for implementing IWebProxy: http://social.msdn.microsoft.com/Forums/windowsapps/en-US/6e20c2c0-105c-4d66-8535-3ddb9a048b69/bug-missing-type-webproxy-cant-set-proxy-then-where-is-the-appconfig
Then all you need to do is set the proxy for HttpClient or HttpWebRequest:
HttpClient:
HttpClientHandler aHandler = new HttpClientHandler();
IWebProxy proxy = new MyProxy(new Uri("http://xx.xx.xx.xxx:xxxx"));
proxy.Credentials = new NetworkCredential("xxxx", "xxxx");
aHandler.Proxy = proxy;
HttpClient client = new HttpClient(aHandler);
HttpWebRequest:
HttpWebRequest webrequest = (HttpWebRequest)WebRequest.CreateHttp(uri);
IWebProxy proxy = new MyProxy(new Uri("http://xx.xx.xx.xxx:xxxx"));
proxy.Credentials = new NetworkCredential("xxxx", "xxxx");
webrequest.Proxy = proxy;
HttpRequestMessage
Once you construct an HttpRequestMessage, you can use the method above (HttpClient) to send this request message and it will be routed through the proxy without any additional work.
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