The underlying connection was closed: An unexpected error occurred on a receive.

[BigEd781]

I don't even believe that you get that far as this line will throw an exception every time because the URI isn't valid.

HttpWebRequest request = (HttpWebRequest)WebRequest.Create("");

You can't pass an empty string into WebRequest.Create(). How do you expect to make a request with an invalid URI? You set a proxy IP, but you never actually tell the request what it is looking for.