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procedure TForm1.IdHTTP1Authorization(Sender: TObject;
  Authentication: TIdAuthentication; var Handled: Boolean);
begin
 IdHttp1.ProxyParams.ProxyUsername:=Benutzername eines Users;
 IdHttp1.ProxyParams.ProxyPassword:=Passwort;
end;

procedure TForm1.FormCreate(Sender: TObject);
begin
IdHttp1.ProxyParams.ProxyServer:=adresse vom Proxy;
IdHttp1.ProxyParams.ProxyPort:=Port;
IdHttp1.ProxyParams.BasicAuthentication:=true;
IdHttp1.Connect;
memo1.lines.add(idhttp1.Post(Adresse des Skriptes, Parameter));
end;					

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[...] Exception der Klasse EIdHTTPProtocolException aufgetreten. Meldung: 'HTTP/1.0 407 Proxy Authentication Required'.