How to establish TCP through Proxy Server?

[张少驰]

Hello every:
   I want to write a my HTTP proxy server program.But My computer is in a LAN,my IP address is 10.1.1.67.The LAN has a proxy,it's IP address is 10.1.1.105,it's port number is 3128.I listen request message from IE6.0 and transfer the message to the destination .But how can I through the proxy 10.1.1.105:3128? My step is follows:
   I choose tools option of IE6.0 and choose Internet option and set LAN proxy and make proxy server address:10.1.1.67 and port:8888,then I establish TCP connection at port 8888,and accept .When I receive a request  message from IE6.0 at port 8888,such as GET request,I draw the Host name from message and establish TCP connection with Host at port number 80,for example I receive message as:
 
  GET http://www.python.org/ HTTP/1.0
  Accept: image/gif, image/x-xbitmap, image/jpeg, image/pjpeg, */*
  Accept-Language: zh-cn
  User-Agent: Mozilla/4.0 (compatible; MSIE 6.0; Windows NT 5.0)
  Host: www.python.org
  Proxy-Connection: Keep-Alive

I found Host is www.python.org ,then I establish TCP connection at port 80:
  .... 
  import socket
  HOST = 'www.python.org'  
  PORT = 80              
  s = socket.socket(socket.AF_INET, socket.SOCK_STREAM)
  s.connect((HOST, PORT))
  s.send(data)
  ....
How can I through proxy 10.1.1.105:3128 and establish TCP connection?
My next question is that my step of establish HTTP server is correct? Is there a better method to realize HTTP proxy server with python programming,is there python source code about proxy server? Any ideas will be appreciated.
Thanks!
Edward

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