Support PROXY_TYPE_HTTP_NO_TUNNEL

This change has been ported from httplib2.
The original change is here: https://code.google.com/p/httplib2/source/detail?r=f6701a80444e
Discussion is here: https://code.google.com/p/httplib2/issues/detail?id=38

(for issue #2)
Merge pull request #2 from mikedougherty/http-no-tunnel

Support PROXY_TYPE_HTTP_NO_TUNNEL