System.Net.WebClient w/ Proxy Servers

I cannot seem to find a way to make the system.net.webclient work through a proxy server.  Web Services has a proxy member but webclient does not ... odd.

Anyone have any reasonable idea on how to make the System.Net.WebClient work through a proxy server?

Dim wc As New System.Net.WebClient
wc.DownloadFile("http://www.something.com/whatever.txt", "C:\whatever.txt")

Doing this through a proxy throws the following exception:

System.Net.WebException: The remote server returned an error: (407) Proxy Authentication Required.
   at System.Net.HttpWebRequest.CheckFinalStatus()
   at System.Net.HttpWebRequest.EndGetResponse(IAsyncResult asyncResult)
   at System.Net.HttpWebRequest.GetResponse()
   at System.Net.WebClient.DownloadFile(String address, String fileName)

I have Web Services working through proxies with the following code ...

Dim ws As com.whatever.www.myWebService
Dim proxyObject As New System.Net.WebProxy("myProxyServer", 8080)
proxyObject.BypassProxyOnLocal = True
proxyObject.Credentials = System.Net.CredentialCache.DefaultCredentials
ws.Proxy = proxyObject

Surprising that the System.Net.WebClient does not support this same member.
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SirCalebAsked:
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gregoryyoungConnect With a Mentor Commented:
if you use the WebRequest directly you have access to this.

Also you can set the GlobalProxy for use through here.

http://msdn.microsoft.com/library/default.asp?url=/library/en-us/cpref/html/frlrfsystemnetglobalproxyselectionclasstopic.asp
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SirCalebAuthor Commented:
Hrm, that did not fix my problem :(

It's still not authenticating on the proxy server ...

Dim wc As New System.Net.WebClient
wc.Credentials = System.Net.CredentialCache.DefaultCredentials
wc.DownloadFile(DownloadURL, DownloadPath)

returns:

System.Net.WebException: The remote server returned an error: (407) Proxy Authentication Required.
   at System.Net.HttpWebRequest.CheckFinalStatus()
   at System.Net.HttpWebRequest.EndGetResponse(IAsyncResult asyncResult)
   at System.Net.HttpWebRequest.GetResponse()
   at System.Net.WebClient.DownloadFile(String address, String fileName)

I am using the credentialcache in the exact same way for the web services and it fixed them ... but not the webclient.  Ideas?
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SirCalebAuthor Commented:
Actually, that did work but MSDN needs to update their documentation.  If you use the globalproxyselection, you have to set the credentials there and not on the webservice or webclient objects:

Dim proxyObject As New WebProxy("myServer", 8080)
proxyObject.BypassProxyOnLocal = True
proxyObject.Credentials = CredentialCache.DefaultCredentials
GlobalProxySelection.Select = proxyObject

Thanks for the help.
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gregoryyoungCommented:
correct.

The ones on the webclient would override this.
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