MingW (ver 3.7) doesn't have the "ieproxy.h" header. But it doesn't seem to require it either since most types and prototypes are in <wininet.h>. I patched proxy.c to make it build:
--- CVS-latest\proxy.c Mon Dec 12 18:00:00 2005 +++ proxy.c Mon Feb 20 18:05:32 2006 @@ -39,7 +39,7 @@ #include "base64.h" #include "ntlm.h" -#ifdef WIN32 +#if defined(WIN32) && !defined(__MINGW32__) #include "ieproxy.h" #endif --------------- So if MingW doesn't need it, why should it be needed for MSVC. --gv