Perhaps your proxy is using WebDoubler or something similar. The script you are getting is a chunk of JavaScript that is sent to the browser for automatic proxy detection.

The identity of your real proxy server is in the return value of the function:

proxy.mycompany.intranet:8080
[download]

So the proper configuration is:

$ua->proxy(['http'],'http://proxy.mycompany.intranet:8080/');
[download]

I found this with a Google search on FindProxyForURL. A good trick for figuring things out is to type your error message into Google.

It should work perfectly the first time! - toma