用 HttpQueryInfo  函数 试试。你可以 传递 (HTTP_STATUS_PROXY_AUTH_REQ + HTTP_QUERY_FLAG_NUMBER)
一般是这样写:
HttpSendRequest hReq, vbnull, 0, vbnull, 0
HttpQueryInfo hReq, HTTP_QUERY_STATUS_CODE +
      HTTP_QUERY_FLAG_NUMBER, &dwCode, &dwSize, vbnullIf (dwCode = HTTP_STATUS_PROXY_AUTH_REQ) Then .....