public static bool SetConnectionProxy(string proxyServer)
        {
            IntPtr hInternet = InternetOpen(agentName, INTERNET_OPEN_TYPE_DIRECT, null, null, 0);

            INTERNET_PER_CONN_OPTION[] options = new INTERNET_PER_CONN_OPTION[2];
            options[0] = new INTERNET_PER_CONN_OPTION();
            options[0].dwOption = (int)INTERNET_PER_CONN_OPTIONENUM.INTERNET_PER_CONN_FLAGS;
            options[0].value.dwValue = (int)INTERNET_OPTION_PER_CONN_FLAGS.PROXY_TYPE_PROXY;

            options[1] = new INTERNET_PER_CONN_OPTION();
            options[1].dwOption = (int)INTERNET_PER_CONN_OPTIONENUM.INTERNET_PER_CONN_PROXY_SERVER;
            options[1].value.pszValue = Marshal.StringToHGlobalAnsi(proxyServer);

            IntPtr buffer = Marshal.AllocCoTaskMem(Marshal.SizeOf(options[0]) + Marshal.SizeOf(options[1]));
            IntPtr current = buffer;

            for (int i = 0; i < options.Length; i++)
            {
                Marshal.StructureToPtr(options[i], current, false);
                current = (IntPtr)((int)current + Marshal.SizeOf(options[i]));
            }

            INTERNET_PER_CONN_OPTION_LIST optionList = new INTERNET_PER_CONN_OPTION_LIST();
            optionList.pOptions = buffer;
            optionList.Size = Marshal.SizeOf(optionList);
            optionList.Connection = IntPtr.Zero;
            optionList.OptionCount = options.Length;
            optionList.OptionError = 0;

            int size = Marshal.SizeOf(optionList);
            IntPtr intPtrStruct = Marshal.AllocCoTaskMem(size);
            Marshal.StructureToPtr(optionList, intPtrStruct, true);

            bool bReturn = InternetSetOption(hInternet, INTERNET_OPTION.INTERNET_OPTION_PER_CONNECTION_OPTION, intPtrStruct, size);

            Marshal.FreeCoTaskMem(buffer);
            Marshal.FreeCoTaskMem(intPtrStruct);

            InternetCloseHandle(hInternet);

            return bReturn;
        }