OpenVPN: HTTP proxy returned bad status


Please advise on connectin openvpn via proxy on a guest wireless access (login via webbrowser loginpage).
I have this config working from behind any proxy for now but this one doesn't work (for now). It works with IE "automatic detect" settings but
I found out the ip via the proxy (by a tracert).
So when I enter the proxy ip and port proxy 8080, I can access Internet. Now I enter this address in the proxy of Openvpn and get

the following:
Wed Sep 05 12:44:54 2012 Attempting to establish TCP connection with proxy:8080
Wed Sep 05 12:44:54 2012 TCP connection established with proxy:8080
Wed Sep 05 12:44:54 2012 HTTP proxy returned bad status
Wed Sep 05 12:44:54 2012 SIGTERM[soft,init_instance] received, process exiting

Please advise how to troubleshoot.

Note: please note I have the same issue with updating a portable antivirus (Clamwin). If I enter the proxy-settings, it doesn't work. I might have to add credentials, but also that doesn't work, maybe the domain should be added before the user.
Not sure, but don't know how I could find this out.

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janhoedtAuthor Commented:
Proxy blocked url but not ip. Works fine now.
janhoedtAuthor Commented:
Note: I can now connect via the portable antivirus (Clamwin) entering proxy details. However, when I do this in OpenVPN, it doesn't work.
janhoedtAuthor Commented:
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