SSL requests with proxies (General questions)

I've been having difficulty getting a response for https request when I use a proxy. I'm debuging the problem by downloading an image via https, but keep in mind a simple html GET request gives the same results.

When I use https in the URL, the control returns a blank header, jumps to the Connected - idle state, and never reaches the _DONE event. If I switch the URL to http it works fine. Also when I try without the proxy I've never had a problem. I'm hoping you can clue me in to a setting I'm forgetting about.

Here's a VB.NET code I've been testing with:

Private WithEvents HTTPX As New wodHttpDLXCom
Private Sub Form1_Load(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles MyBase.Load
HTTPX = New wodHttpDLXCom
AddLicense()
End Sub

Private Sub Button1_Click(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles Button1.Click

HTTPX.URL = https://a248.e.akamai.net/sec.yimg.com/i/reg/headers/yahoo-us.gif
HTTPX.Response.Filename = C: est.gif
HTTPX.ProxyType = ProxyTypes.ProxyWEBStandard
HTTPX.ProxyAuthentication = HttpAuthentications.AuthNone
HTTPX.ProxyHostname = 83.138.169.229
HTTPX.ProxyPort = 3128
HTTPX.Connect()

End Sub

Private Sub HTTPX_Connected() Handles httpx.Connected
httpx.Get()
End Sub

Private Sub HTTPX_Done(ByVal ErrorCode As Long, ByVal ErrorText As String) Handles HTTPX.Done
MsgBox( yay )
End Sub

I'm fairly certain the proxy in the sample is capable of SSL, regardless I've tried with others and still received the same results. I've also tried setting httpx port to 443, and setting the secure value to anything doesn't help either.