Mi capita spesso di dover ripetere sto codice… ecco che me lo appunto:

SyndicationFeed feed;
WebProxy proxy = new System.Net.WebProxy("xx.xx.xx.xx", 8080);
proxy.BypassProxyOnLocal = true;
proxy.Credentials = new System.Net.NetworkCredential("nome", "pwd", "dominio");
 
using (WebClient client = new WebClient { Proxy = proxy })
{
    using (Stream stream = client.OpenRead(rssUrl))
    {
        using (XmlReader xmlreader = XmlReader.Create(stream))
        {
            feed = SyndicationFeed.Load(xmlreader);
        }
    }
}