#include <curl/curl.h>

int main(void)
{
  CURL *curl = curl_easy_init();
  if(curl) {
    CURLcode res;
    curl_easy_setopt(curl, CURLOPT_URL, "http://curl.se");
    curl_easy_setopt(curl, CURLOPT_PROXY, "http://curl.se:80");
    curl_easy_setopt(curl, CURLOPT_PROXYUSERNAME, "mrsmith%aaa");
    curl_easy_setopt(curl, CURLOPT_PROXYPASSWORD, "qwerty%4b!");
    curl_easy_setopt(curl, CURLOPT_VERBOSE, 1L);
    res = curl_easy_perform(curl);
    curl_easy_cleanup(curl);
  }
  return 0;
}

* Proxy auth using Basic with user 'mrsmitha'
> GET http://curl.se/ HTTP/1.1
Host: curl.se
Proxy-Authorization: Basic bXJzbWl0aKphOnF3ZXJ0eUsh
Accept: */*
Proxy-Connection: Keep-Alive