How can I set a proxy with authentication (usernam

Question

I'm already using InternetSetOption and wininet to change the proxy settings for Internet Explorer which works since the webbrowser control uses it too, but how can I add it so that it can use authentication-required proxies (user:pass)? Here's my code:

Public Structure Struct_INTERNET_PROXY_INFO
    Public dwAccessType As Integer
    Public proxy As IntPtr
    Public proxyBypass As IntPtr
End Structure


Private Sub setProxy(ByVal strProxy As String)
    Const INTERNET_OPTION_PROXY As Integer = 38
    Const INTERNET_OPEN_TYPE_PROXY As Integer = 3

    Dim struct_IPI As Struct_INTERNET_PROXY_INFO

    struct_IPI.dwAccessType = INTERNET_OPEN_TYPE_PROXY
    struct_IPI.proxy = Marshal.StringToHGlobalAnsi(strProxy)
    struct_IPI.proxyBypass = Marshal.StringToHGlobalAnsi("local")

    Dim intptrStruct As IntPtr = Marshal.AllocCoTaskMem(Marshal.SizeOf(struct_IPI))

    Marshal.StructureToPtr(struct_IPI, intptrStruct, True)

    Dim iReturn As Boolean = InternetSetOption(IntPtr.Zero, INTERNET_OPTION_PROXY, intptrStruct, System.Runtime.InteropServices.Marshal.SizeOf(struct_IPI))
End Sub
Private Declare Auto Function InternetSetOption Lib "wininet.dll" (ByVal hInternet As IntPtr, ByVal dwOption As Integer, ByVal lpBuffer As IntPtr, ByVal lpdwBufferLength As Integer) As Boolean

And this is what I use whenever I want to change the proxy:

setProxy("ip:port")

So how can I add support for authentication?