A client that wishes to authenticate itself with a
   proxy--usually, but not necessarily, after receiving a 407 (Proxy
   Authentication Required)--MAY do so by including a Proxy-
   Authorization header field with the request.
   (...) the Proxy-Authorization field value consist of
   credentials containing the authentication information of the client
   for the realm of the resource being requested. The user agent MUST
   choose to use one of the challenges with the strongest auth-scheme it
   understands (...)