Add some docs/info for proxying.

README

@@ -85,6 +85,20 @@ Either produces logs like this:
 Note that these logs are valid Ruby, so you can paste them into the restclient
 shell or a script to replay your sequence of rest calls.
 
+== Proxy
+
+All calls to RestClient, including Resources, will use the proxy specified by
+RestClient.proxy:
+
+  RestClient.proxy = "http://proxy.example.com/"
+  RestClient.get "http://some/resource"
+  # => response from some/resource as proxied through proxy.example.com
+
+Often the proxy url is set in an environment variable, so you can do this to
+use whatever proxy the system is configured to use:
+
+  RestClient.proxy = ENV['http_proxy']
+
 == Meta
 
 Written by Adam Wiggins (adam at heroku dot com)

lib/rest_client.rb

@@ -29,6 +29,14 @@ require File.dirname(__FILE__) + '/request_errors'
 #   # DELETE
 #   RestClient.delete 'http://example.com/resource'
 #
+# To use with a proxy, just set RestClient.proxy to the proper http proxy:
+#
+#   RestClient.proxy = "http://proxy.example.com/"
+#
+# Or inherit the proxy from the environment:
+#
+#   RestClient.proxy = ENV['http_proxy']
+#
 # For live tests of RestClient, try using http://rest-test.heroku.com, which echoes back information about the rest call:
 #
 #   >> RestClient.put 'http://rest-test.heroku.com/resource', :foo => 'baz'