wininet设置代理

InternetOpen("Mozilla/4.0 (compatible; MSIE 7.0; Windows NT 6.0)", INTERNET_OPEN_TYPE_PROXY, "http=http://127.0.0.1:8118", NULL, 0)

So, the INTERNET_OPEN_TYPE_PROXY flag is used and the proxy server is given in format “http=http://server:port”

Next, and this is the part that was giving me some grief, to authenticate yourself with an HTTP proxy server through Wininet you need to use the InternetSetOption function.
设置代理连接密码：

InternetSetOption(hConnectionHandle, INTERNET_OPTION_PROXY_USERNAME, ProxyUsername, strlen(ProxyUsername));
InternetSetOption(hConnectionHandle, INTERNET_OPTION_PROXY_PASSWORD, ProxyPassword, strlen(ProxyPassword));

参考：*http://www.rohitab.com/discuss/topic/35578-using-http-proxies-with-wininet/
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