I'm looking through the download section in the docs and I really like
how in spawns a new thread and does it all async, very nice for what I
need, but I'm not seeing how you would customize the actual request
much for example if you wanted to use a proxy.  In the docs it says:

If you need to send certain headers or actions to the web server, you
can use the :method, :headers and :body styles to customize the HTTP
request. (And, if you need to go beyond these, you can always break
out Ruby's OpenURI class.)

If we were to do that would we need to setup all of the events and
threads ourselves or is there a better way to do it?

--Jason Porter
Real Programmers think better when playing Adventure or Rogue.

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