access web service through proxy server

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Hello,

I am trying to access one web service (on machine A) from machine B using
web application. I can browse the web service from web browser. But when I
access the web service from application, sometimes(80%) it crashed with the
error saying: "Redirect (authentication_redirect_to_virtual_host), You are
being redirected to the authentication virtual host, For assistance, contact
your network support team." But sometimes (20%) it is successful. I am
SUSPECTING that I need pass through proxy server, because there is one proxy
server between machine A and B. So my questions are:

1. Is this because of proxy server?
2. If yes, Do I have to use WSE to pass through proxy server? I am trying to
use HttpWebRequest and WebProxy, it does not work.

Thank you very much in advance.

Grace