(407) Proxy Authentication Required error?

 Hi,
I'm trying to make a page where I just hit another page and read it's contents, but I keep getting this error:
(407) Proxy Authentication Required.  i even tried a sample from the web that has this:
            // prepare the web page we will be asking for
            HttpWebRequest request = (HttpWebRequest)
                WebRequest.Create("http://www.mayosoftware.com");

            // execute the request
            HttpWebResponse response = (HttpWebResponse)
                request.GetResponse();
 The error is occurring on ...