One of the features of a Visual Studio web test (in the Tester edition or in Team Suite) is to specify the outbound proxy server.  You may have even successfully used this feature in VS2005.

If you upgraded to VS2008, you may have found that these tests are now failing, and you may have reason to suspect the proxy settings are to blame.  You'd be correct -- VS2008 has a bug whereby the proxy settings are not being used correctly.

This will be addressed in VS2008 SP1, but for those of you who cannot wait, you can either get a QFE when it's available, or you can immediately make use of this work-around:

1. Set the desired proxy setting directly in Internet Explorer.
2. In the web test, set the proxy property to Default.

The web test will now uses IE's proxy settings.  Note, however, that this will result in a performance penalty in your test.