Pass a string as parameter, which should be [user name]:[password] to use for
the connection to the HTTP proxy. Both the name and the password will be URL
decoded before use, so to include for example a colon in the user name you
should encode it as %3A. (This is different to how #CURLOPT_USERPWD is
used - beware.)
Use #CURLOPT_PROXYAUTH to specify the authentication method.