Add proxy docs.

docs/getting_started/proxy.rst

@@ -1,2 +1,42 @@
+.. _proxy:
+
+=========================
 Enable HTTP Proxy Support
 =========================
+
+.. note::
+    
+    If you have any issues working through this quickstart guide
+    or the other tutorials here, please either send a message to the
+    `mailing list <http://groups.google.com/group/sleekxmpp-discussion>`_
+    or join the chat room at `sleek@conference.jabber.org
+    <xmpp:sleek@conference.jabber.org?join>`_.
+
+In some instances, you may wish to route XMPP traffic through
+an HTTP proxy, probably to get around restrictive firewalls.
+SleekXMPP provides support for basic HTTP proxying with DIGEST
+authentication.
+
+Enabling proxy support is done in two steps. The first is to instruct SleekXMPP
+to use a proxy, and the second is to configure the proxy details:
+
+.. code-block:: python
+
+    xmpp = ClientXMPP(...)
+    xmpp.use_proxy = True
+    xmpp.proxy_config = {
+        'host': 'proxy.example.com',
+        'port': 5555,
+        'username': 'example_user',
+        'password': '******'
+    }
+
+The ``'username'`` and ``'password'`` fields are optional if the proxy does not
+require authentication.
+
+
+The Final Product
+-----------------
+
+.. include:: ../../examples/proxy_echo_client.py
+    :literal: