RDM not working with our proxy

I have tried using the system proxy settings and manual settings, but RDM won't connect through our McAfee Web Gateway:

[07/05/2014 14:17:41]ERROR SILENT System.Net.WebException: The remote server returned an error: (407) Proxy Authentication Required.
at System.Net.HttpWebRequest.GetResponse()
at Devolutions.Utils.StreamUtils.ReadFileStreamFromWeb(String filenameUrl, Boolean useDefaultCredentials)
at Devolutions.RemoteDesktopManager.Business.BusinessHelper.GetXmlStringFromWeb(String url)
[07/05/2014 14:17:41 - 9.2.8.0]ERROR Unable to access the url:http://remotedesktopmanager.com/data/Addoninfo40.zip


Any ideas? The credentials are entered correctly (my domain credentials) just as I have to for other applications that need Internet access.