I need help to make my code using proxy to download data?

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C++

server

network

HTTP

sockets

, +

I'm new in programming and i wanted to make my app using C++ download data behind proxy,
i just detect if the user is behind proxy by request like this code:

int CWeatherInfoDlg::FindWebAddress(char *szAuthLine)
{
	DWORD dwRet = 0;
	BOOL bResult;
	char szTemp[256];
	struct in_addr inAddr;
	CString sAddr;
	DWORD dwIPNr;

	TRACE("FindWebAddress()\n");
	//	We want to open a session to checkip.dyndns.org, because in the HTML source this site returns
	//	it reports our hostname and IP-number as the site sees us.
	CInternetSession *pSession = new CInternetSession(_T("GetIPNr"), 1, INTERNET_OPEN_TYPE_PRECONFIG);
	CHttpConnection* pConnection = pSession->GetHttpConnection(_T("checkip.dyndns.com"));

	CHttpFile* pFile = pConnection->OpenRequest(CHttpConnection::HTTP_VERB_GET, _T("/"));

	//	Do we have proxy information to send with this request ?
	if(szAuthLine[0])				// Userid/ password specified?
	{
		pFile->AddRequestHeaders(szAuthLine, HTTP_ADDREQ_FLAG_ADD, strlen(szAuthLine)); 
	}

	//	Now see if we can connect to checkip.dyndns.org
	try
	{
		TRACE("Check Network Setting...\n");
		bResult = pFile->SendRequest(NULL);
		TRACE("SendRequest...\n");
	}
	catch (CInternetException* pEx)
	{
		pEx->Delete();

		pFile->Close();
		delete pFile;

		pConnection->Close();
		delete pConnection;

		delete pSession;

		return 0;			// Apparently no way to go to the Internet
	}

	pFile->QueryInfoStatusCode(dwRet);	

	//	dwRet now contains HTTP return code. 
	//	Return code in 2xx range means successful connection.
	//	Return code 407 means authorization is required.

	//	Request successful (returncode 200 through 299)?

	if(dwRet / 100 == 2) {              // Yes! 

		char *p = new char[1024];
		char *q = p;

		TRACE1("FindWebAddress - Return code is: %i\n", dwRet);
		pFile->Read(p, 1024);			// Now read first 1024 bytes of HTML. Should be enough.
		dwIPNr = 0;
		while(*p) {
			int n = strcspn(p, "1234567890");
			p += n;
			dwIPNr = GetValidIP(&p);	// Go find IP-number
			if(dwIPNr)
			{				// Found IP-number other than 0.0.0.0 ?
				memmove (&inAddr, &dwIPNr, 4);
				sAddr = inet_ntoa (inAddr);

				sprintf_s(szTemp, "Web address: \t%s\r\n", sAddr);
				TRACE2(szTemp, "Web address: \t%s\r\n", sAddr);
				szTotResult += szTemp;	
			}
		}
		delete q;
	}

	pFile->Close();
	delete pFile;

	pConnection->Close();
	delete pConnection;

	delete pSession;

	return dwRet;
}

So the return code is 407 when i`m behind normal proxy server, but i have to request:
1. How to detect Proxies types?

2. How to check if the user input correct UserID and Password when Authentication is needed...

Any Sample or advice will appreciated (I'm new in C/C++)