Notes/Domino 10 already supports proxy connections.
See AH idea DDXP-I-341 - HTTPRequest in proxy environment for details.
Today most customers have the requirement for authenticated proxy connections.
The Notes client does support proxy connections including authentication for quite a long time. The settings are stored in the location document.
The HTTPRequest leverages libcurl, which has authentication support for various proxy types.
What I would see like to see is the following:
1. Allow to specify user/password for the HTTPRequest as one option
2. Allow HTTPRequest to use the proxy settings including authentication from the Notes client configuration if possible
3. Have support for different proxy authentication types like NTLM (libcurl does support them).
See Lib Curl documentation for details
This is about proxy authentication not authentication with the target server, which is another story...
[ Daniel Nashed / http://blog.nashcom.de ]