fsockopen with proxy?

Hi,


What I want is to send a complete HTTP request, including special
headers, to another server over a HTTP proxy. Is this possible with
PHP?
I've seen the manual, and it doesn't say anything about proxy. I've
checked the comments on the fsockopen page, and there's a comment
about it for using ICQ status request through proxy, but it seems not
what i need.

Tijnema