建立HttpWebRequest对象以后,就直接在proxy属性指定一个WebProxy就可以了.
具体可以参考这段代码://create a web Httprequest 
HttpWebRequest wReq = (HttpWebRequest)HttpWebRequest.Create("http://www.wrox.com/Support/PDF/SampleChapter_5091.pdf"); 
//set the address and port of the proxy server 
WebProxy wp = new WebProxy("211.114.193.234",8080); 
//set the web request's proxy server 
wReq.Proxy=wp; 
//create a web Httpresponse 
HttpWebResponse wResp = (HttpWebResponse)wReq.GetResponse(); 
//write the response to a stream 
Stream respStream = wResp.GetResponseStream(); 
//create a new file to receive the response stream 
localStream = new FileStream("SampleChapter_5091.pdf", FileMode.Append, FileAccess.Write); BinaryReader reader = new BinaryReader(respStream); 
//set the receive binary buffer 
const int BufferSize = 102400; 
byte[] buffer = new Byte[BufferSize]; 
bool bFinished = false; 
int dataRead; 
//just write the buffer to the binaryReader again and again 
do 

try 

dataRead = reader.Read(buffer,0,BufferSize); 
if (dataRead==0) 
bFinished = true; 
localStream.Write(buffer,0,dataRead); 

catch 

localStream.Close(); 
respStream.Close(); 

}while(!bFinished); 
//close all file stream 
localStream.Close(); 
respStream.Close(); 
ShowLog("Download finished");