I'm fixing a client app running on an embedded device to be able to
access the internet through a proxy server. For an open proxy server it
appears that I just tack on "Proxy-Connection: Keep-Alive\r\n" to the
header to use the server (though I haven't verified this yet.) But I
haven't been able to find what sort of conversation is supposed to go
on if the proxy server requires authentication, whether the
authentication data needs to be encoded into something, etc.

Does anyone know of a site which gives this information?