Firstly, I would make sure that the request is adhering to the proxy settings properties you set in the Android Device's settings. You can determine this via code by looking at the System class in android.provider.Settings;
To identify if the user had system proxy settings, you can do the following:
System.getProperty("http.proxyHost");
System.getProperty("http.proxyPort");
System.getProperty("https.proxyHost");
System.getProperty("https.proxyPort");
If you have an instance of DefaultHTTPClient, then you can check whether it has the relevant proxy settings as well.
DefaultHttpClient httpclient = new DefaultHttpClient();
httpclient.getParams().getParameter(ConnRoutePNames.DEFAULT_PROXY);
These are all ways to 'get' the proxy settings, and the 'set' methods are implemented in the same way, either through System.setProperty or httpclient.setParams.
Hope this helped!