Uwe Dippel - 2010-05-07

Very much so. Here it doesn't work either, but here we must have passwords containing special characters. I have tried so much, like escaping, like quoting, and replacing these characters with %24, and whatnot, but no success.
I guess my setup is correct, because what I get is:

$ wget www.yahoo.com
--2010-05-07 16:40:03-- http://www.yahoo.com/
Connecting to 127.0.0.1:5865... connected.
Proxy request sent, awaiting response... 407 Proxy Authentication Required ( Forefront TMG requires authorization to fulfill the request. Access to the Web Proxy filter is denied. )
2010-05-07 16:40:03 ERROR 407: Proxy Authentication Required ( Forefront TMG requires authorization to fulfill the request. Access to the Web Proxy filter is denied. ).

I am pretty sure to have used the correct domain, (upstream-)proxy, username, etc. The reply at least shows that it can reach the upstream proxy, and gives me the 'good' connection. But no authentication.