Conectar atraves de um PROXY, o que estou fazendo de errado?

import com.ibm.misc.BASE64Encoder;
import java.io.*;
import java.net.*;
import java.security.cert.X509Certificate;

import com.ibm.net.ssl.SSLContext;
import com.ibm.net.ssl.TrustManager;
import com.ibm.net.ssl.X509TrustManager;
import com.ibm.net.ssl.internal.www.protocol.https.HttpsURLConnection;

/**
 *
 * @author pen_fold
 */
public class SSLTest {

    /**
     * @param args the command line arguments
     */
    public static void main(String[] args) {

        SSLTest objSSLTest = new SSLTest();
        if (args.length > 0)
            objSSLTest.testConnection(args[0]);  
        else {
            objSSLTest.testConnection("https://www.sun.com");
            //objSSLTest.testConnection("https://www.verisign.com");
            //objSSLTest.testConnection("https://www.ftc.gov");
            //objSSLTest.testConnection("https://www.microsoft.com");
            //objSSLTest.testConnection("http://www.google.com");
        }
    }
    
    private void testConnection(String strUrl) {    	

        String strDebug = "";
        String strProxyUsername = "MY_DOMAIN\\MY_USER";  
        String strProxyPassword = "MY_PASSWORD";  
        String strProxyHost = "MY_PROXY_ADDRESS";  
        String strProxyPort = "8080";

        //set up system properties to indicate we are using a proxy
        System.setProperty("https.proxyHost", strProxyHost);
        System.setProperty("https.proxyPort", strProxyPort);
        System.setProperty("https.proxySet", "true");
        System.setProperty("proxyHost", strProxyHost);
        System.setProperty("proxyPort", strProxyPort);
        System.setProperty("proxySet", "true");
        System.setProperty("http.proxyHost", strProxyHost);
        System.setProperty("http.proxyPort", strProxyPort);
        System.setProperty("http.proxySet", "true");                       

        String strUserpass = strProxyUsername + ":" + strProxyPassword; 

        strDebug += "Starting OK\n";
        
        System.setProperty ("java.protocol.handler.pkgs", "com.ibm.net.ssl.internal.www.protocol") ; //add https protocol handler 
        java.security.Security.addProvider ( new com.ibm.jsse.JSSEProvider()) ; //dynamic registration of IBMJSSE provider  
        
        strDebug += "Provider OK\n";
        
        TrustManager[] arrTrustAllCerts = new TrustManager[] { 
            new X509TrustManager() {  
                public java.security.cert.X509Certificate[] getAcceptedIssuers() {  
                    return null;  
                }  

                public void checkClientTrusted(  
                    java.security.cert.X509Certificate[] certs, String authType) {}  

                public void checkServerTrusted(  
                    java.security.cert.X509Certificate[] certs, String authType) {}

                public boolean isClientTrusted(X509Certificate[] arg0) {
                    // TODO Auto-generated method stub
                    return true;
                }

                public boolean isServerTrusted(X509Certificate[] arg0) {
                    // TODO Auto-generated method stub
                    return true;
                }  
            }
        };  

        strDebug += "Certificates OK\n";
        
        SSLContext objSSLContext;  

        try {  
            objSSLContext = SSLContext.getInstance("SSL");  
            objSSLContext.init(null, arrTrustAllCerts, new java.security.SecureRandom());  
            HttpsURLConnection.setDefaultSSLSocketFactory(objSSLContext.getSocketFactory());  

            //URLConnection con = url.openConnection();  
            String encodedLogin = new BASE64Encoder().encode(strUserpass.getBytes());
            
            strDebug += "SSL OK\n";

            URL objUrl = new URL(strUrl);  
            HttpURLConnection objConnection = (HttpURLConnection) objUrl.openConnection();
            objConnection.setDoOutput(true);                                                                 

            objConnection.connect();   [color=red]//Do I need that???  [/color]                           
            objConnection.setRequestProperty("Proxy-Authorization", "Basic " + encodedLogin);                          
            objConnection.setRequestProperty("Authorization", "Basic " + encodedLogin);
            objConnection.setRequestProperty("Https-Proxy-Authorization", "Basic " + encodedLogin);
            
            strDebug += "Connection OK\n";
            
            BufferedReader objBufferReader = new BufferedReader(new InputStreamReader(objConnection.getInputStream()));
            
            String strResponse = null;
            while ((strResponse = objBufferReader.readLine()) != null)
                System.out.println(strResponse);

            objConnection.disconnect();
            
            strDebug += "Disconnection OK\n";

        }catch(UnknownHostException UHex) 
        {
            UHex.printStackTrace();
            System.out.println("UnknownHostException: " + UHex);

        }catch(Exception ex) 
        {
            ex.printStackTrace();
            System.out.println("Error: " + ex);
        }finally {            
            System.out.println(strDebug);
        }
    }
}

#   private void testConnection(String strUrl) {          
#   
#         String strProxyUsername = "MY_DOMAIN\\MY_USER";  
#         String strProxyPassword = "MY_PASSWORD";  
#         String strProxyHost = "MY_PROXY_ADDRESS";  
#         String strProxyPort = "8080";