SecurityException with user control embedded in webpage

Question

I have a user control embedded in a webpage that sometimes contacts another webpage to retrieve data. This works great when the user is not connect through a proxy server. However, when I try to connect to this webpage through a proxy server, I get this error: System.Net.WebException: The remote server returned an error: (407) Proxy Authentication Required. I understand that this error occurs because I never specified the proxy settings before I invoked request.GetResponse(). However, shouldn't this information be automatically retrieved from IE? (assume that all users use IE5.5 and above). Also, everytime I try to access the property httpwebrequest.Proxy, I get a SecurityException stating that the request for the permission of type WebPermission has failed. I'm thinking the cause of this problem is because the control is embedded in a webpage, and there are some sort of security issues involved so that my assembly is not allowed to access this information. Does anyone know how to solve this problem? Thanks.