Android Question HTTP GET via Proxy with credentials


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I need to GET files unto my android device via a proxy. When the URL of the file to be downloaded is entered directly in a browser, the browser brings up a dialog box for User & Password. (which proofs my Username & Password are actually correct)

So I need to feed the proxy credentials programmatically. I've tried using the HTTP library with HTTPClient's setProxy2(Host, Port, Scheme, Username, Password) which would have been perfect. But the Username & Password parameters have no affect.

I've also tried the HTTPUtils2 library with httpJob, but there is no Proxy members in that library.
The error response I get is:
<HTML><HEAD><TITLE>ERROR: Cache Access Denied</TITLE></HEAD><BODY><CENTER><TABLE WIDTH=710 BGCOLOR=#eeeeee><TR><TD>&nbsp;</TD></TR><TR><TD><TABLE WIDTH=99% ALIGN=CENTER CELLPADDING=0 BGCOLOR=#f8f8f8 CELLSPACING=0><TR HEIGHT=1><TD BGCOLOR=#aaaaaa></TD></TR><TR><TD ALIGN=CENTER><h2>ERROR: Cache Access Denied</h2>Sorry, you are not currently allowed to request:<PRE><A HREF=></A>
</PRE>from this cache because your username and password are incorrect or your user group does not have permission to web browse. Please check your username and password. They are case sensitive so make sure Caps Lock is not on.
</TD></TR><TR HEIGHT=1><TD BGCOLOR=#aaaaaa></TD></TR></TABLE></TD></TR><TR><TD>&nbsp;</TD></TR></TABLE></CENTER>
<BR clear="all">
<HR noshade size="1px">

Any pointer in the right direction will be much appreciated.