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On Windows, behind a corporate proxy server which requires password authentication, I tried the approaches listed at Proxy setting for R and How do I tell the R interpreter how to use the proxy server?. When I try to select a mirror, I get:

Warning message:
In open.connection(con, "r") : unable to resolve 'cran.r-project.org'

I'm pretty sure my username and password are going thru, as I no longer get a message 407(?) telling me that authentication is required. I got this by setting the value of http_proxy either from the console or in the R-properties dialog window. So, any suggestions as to what else I should try?

Edit: Spacedman: I typed

Sys.setenv(http_proxy='username:password@proxyname.company.com:80')`  

and also tried the same definition string in the R-properties (Windows) dialog box. Doesn't matter whether I include "http://" in the definition or not; 80 or 8080 same.

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Carl Witthoft
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