// Create a new request to the mentioned URL.				
HttpWebRequest myWebRequest=(HttpWebRequest)WebRequest.Create("http://www.microsoft.com");

// Obtain the 'Proxy' of the  Default browser.  
IWebProxy proxy = myWebRequest.Proxy;
// Print the Proxy Url to the console.
if (proxy != null)
{
    Console.WriteLine("Proxy: {0}", proxy.GetProxy(myWebRequest.RequestUri));
} 
else
{
    Console.WriteLine("Proxy is null; no proxy will be used");
}

WebProxy myProxy=new WebProxy();

Console.WriteLine("\nPlease enter the new Proxy Address that is to be set:");
Console.WriteLine("(Example:http://myproxy.example.com:port)");
string proxyAddress;

try
{
    proxyAddress =Console.ReadLine();
    if(proxyAddress.Length>0)
    {
        Console.WriteLine("\nPlease enter the Credentials (may not be needed)");
        Console.WriteLine("Username:");
        string username;
        username =Console.ReadLine();
        Console.WriteLine("\nPassword:");
        string password;
        password =Console.ReadLine();					
        // Create a new Uri object.
        Uri newUri=new Uri(proxyAddress);
        // Associate the newUri object to 'myProxy' object so that new myProxy settings can be set.
        myProxy.Address=newUri;
        // Create a NetworkCredential object and associate it with the 
        // Proxy property of request object.
        myProxy.Credentials=new NetworkCredential(username,password);
        myWebRequest.Proxy=myProxy;
    }
    Console.WriteLine("\nThe Address of the  new Proxy settings are {0}",myProxy.Address);
    HttpWebResponse myWebResponse=(HttpWebResponse)myWebRequest.GetResponse();