Proxy Authorization Headers

This is one half of the pair of open problems from #1053. Please code review this before pulling it.

I concluded that, as this is fundamentally an authentication issue, this belongs in our code, not in urllib3. For the moment, I have it set up so that if the authentication is provided in the URL, we simply grab it out. It might be worth turning this into a separate part of the API though. Let me know what you think.