[R] Configuring Proxy: Proxy Authentication Required with --internet2

[behave]

Hi there

I'm trying to configure R to get access to the internet. 
Using the Internet Explorer a proxy .pac script is used.

Reading some older threads I found that I can use the --internet2 option.
When choosing a mirror I get the error: "407 Proxy Authentication Required".

This seems reasonable since I have to log in when using the IE as well. But
where do I enter username and password in R? 

Sys.setenv(http_proxy_user="ask") or Sys.setenv(http_proxy_user="ask") does
not help. (And is not needed for the internet2 option as far as I am
informed)

Any help appreciated

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