Hi!

A few weeks ago I reported this issue with a really long block
in multi-mode:
http://curl.haxx.se/mail/lib-2007-01/0160.html

Well, here's a first cut at a patch. It doesn't make the whole
proxy connect phase nonblocking, but it removes the potentially
long block where the proxy routinely doesn't reply to the CONNECT
for ages until it establishes a connect-through to the real remote host.

The patch isn't cleaned-up or extensively tested (well, it
passes all of the usual unit tests) but I'm submitting this rough
version for feedback.

Cheers,
--Adam