User name and password

We have a program, not a browser, which we need to use to extract
information from an http site. The only way out of the local site is
through a proxy server which needs authentification. I need to pass
the user name and password to the proxy server automatically.

I need some help with the protocol. I assume it needs something like
this:-

CONNECT my.server.com HTTP/1.0
authorization user password

Can someone help fill in the details?

Thanks,

Peter

-- 
Peter Gordon
Tel: (972) 8 9432430 Ext: 129 Fax: (972) 8 9432429  Email: peter@valor.com
Valor Ltd, PO Box 152, Yavne 70600, Israel