WebReference not working through proxy server http error 407 User is not authenticated

I have been working on this for some time now and done some research into it.

My app uses a .asmx web service located on our server. The app has a webreference built into it that is used to consume the web service.

It works like a charm unless the end user is behind a proxy server. I am sure I need to set up some type of user authentication but can not figure out where to start.

                Dim proxy As New StrucWebReference.strucWebService
                proxy.Credentials = CredentialCache.DefaultCredentials

                Try
                    If proxy.TestWebService = True Then
                        hasWebService = True
                        Me.ListBox.SelectedIndex = Me.ListBox.Items.Add("Web Service Available")
                    Else
                        Me.ListBox.SelectedIndex = Me.ListBox.Items.Add("Web Service Test False")
                    End If
                Catch ex As NullReferenceException

                Catch ex As System.Net.Sockets.SocketException

                Catch ex As System.Net.WebException

                Catch ex As Exception

                End Try

When i do this it throws the System.Net.Webexception http erro 407 proxy server authentication failed.

I thought the web reference would use the user's default credentials and be easy. Do I need to build some type of proxy with custom user credientials that the user inputs and then point my webreference through that!!!!!!! At wit's end any help would be greatly appreciated