Set WinInet Proxy

Hi,
I want to develop a program download files form WEB, I use VC and WinInet, I
set proxy address ,proxy username and proxy password in CInternetSession, But when I use CHttpFile to send request , I always get the 407 status code, which mease Proxy Authentical Required, I don't know how can i deal it.Pls help me!

Thanks!

At least you get 407. I get 408 (Operation timed out) on some of my users machines.