Proxy authentication required, so get the default IE settings you use and assign them to your WebRequest
IWebProxy proxy = HttpWebRequest.DefaultWebProxy;
proxy.Credentials = CredentialCache.DefaultCredentials;
HttpWebRequest request = (HttpWebRequest)WebRequest.Create("http://www.google.com");
request.Proxy = proxy;
HttpWebResponse response = (HttpWebResponse)request.GetResponse();
* edit *
If you don't have default credentials on the machine that will be running the code, then you will need to supply some custom credentials
e.g
IWebProxy proxy = HttpWebRequest.DefaultWebProxy;
NetworkCredential credentials = new NetworkCredential("UserName", "Password");
proxy.Credentials = credentials;
HttpWebRequest request = (HttpWebRequest)WebRequest.Create("http://www.google.com");
request.Proxy = proxy;
HttpWebResponse response = (HttpWebResponse)request.GetResponse();