int retries = 0; 

bool retry = false; 

HttpWebRequest request = (HttpWebRequest)WebRequest.Create("http://alski.net"); 

HttpWebResponse response = null; 

do 

{ 

    try 

    { 

        Console.WriteLine("Attempt " + retries.ToString()); 

        response = (HttpWebResponse)request.GetResponse(); 

        Console.WriteLine("Success"); 

    } 

    catch (WebException wex) 

    { 

        Console.WriteLine(wex.Message);

        if ( ((HttpWebResponse)wex.Response).StatusCode == HttpStatusCode.ProxyAuthenticationRequired) 

        { 

            //Can't change proxy after request has been submitted so we recreate the request 

            request = (HttpWebRequest)WebRequest.Create(request.RequestUri);

            switch (retries++) 

            { 

            case 0:

                retry = true; 

                request.Proxy = WebRequest.GetSystemWebProxy();

                break; 

            case 1: 

            case 2: 

            case 3:

                 request.Proxy = WebRequest.DefaultWebProxy; 

                //Show form to ask for credentials and maybe change proxy 

                request.Proxy.Credentials = new NetworkCredential("user", "passsword"); 

                break; 

            default: 

                retry = false; 

                break; 

            } 

        } 

    } 

} 

while (response == null 

&& retry);