Получаем настройки прокси

static void Main(string[] args)
{
    Uri uri = new Uri("http://csharpsourescode.blogspot.com");
    CheckDefaultProxyForRequest(uri);
    Console.ReadKey(); 
}
public static void CheckDefaultProxyForRequest(Uri resource)
{
    WebProxy proxy = (WebProxy)WebProxy.GetDefaultProxy();

    // See what proxy is used for resource.
    Uri resourceProxy = proxy.GetProxy(resource);

    // Test to see whether a proxy was selected. 
    if (resourceProxy == resource)
    {
        Console.WriteLine("No proxy for {0}", resource);
    }
    else
    {
        Console.WriteLine("Proxy for {0} is {1}", resource.ToString(),
            resourceProxy.ToString());
    }
}

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