SSL using proxy

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SSL using proxy

Govinda Rajulu
I am developing an client application that need to talk with server using proxy.
The client application is able to communicate with server when connected directly with out proxy.
I need help on how to create client application that can communicate with server thru proxy.
I read openssl mailing list and could figure out how to communicate with proxy and could not connect with ssl server. 
here is my pseudo code
conn_bio = BIO_new_connect("proxy addr and port);
// connection is succesful
BIO_puts("CONNECT sslserver.com:443 HTTP/1.1\r\nHOST: dvmsqa-dv.intusurg.com\r\n\r\n")
        len = BIO_read(conn_bio, tmpbuff, 4096);
        if(len <= 0) break;
g_ssl_obj = SSL_new(g_ctx_obj); // I have already created ctx obj and that worked fine with out proxy
// here I could get establish http connection with proxy server and it returned HTTP 200 code.
ret = SSL_connect(g_ssl_obj); // when this line is executed, It just keeps waiting here.
once again, this code works fine when I dont use proxy server.
Could you please let me know what is that I  am missing in order to connect to proxy.
I looked in to same other implementations , looks like the proxy is expecting server host name and port id as part of "client hello"
I am not sure how to send server host name and port id during ssl_connect.
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