Windows Vista -
407 Proxy authentication required
Published on 11/23/2006
If you use NTLM authentication with a proxy, Internet Explorer may send extraneous NTLM authorization requests.

407 Proxy authentication required
1. Click Start, click Run, type regedit, and then click OK. 
2. Locate and then click the following key in the registry:
HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Internet Settings
3. On the Edit menu, point to New, and then click DWORD.
4. Type ReleaseSocketDuringAuth, and then press ENTER. 
5. On the Edit menu, click Modify. 
6. Type 0, and then click OK.