Indy Tidhttp using proxy settings

How do I get the TIdHttp component to use the proxy settings I have
populated in the proxy params?  I am using Indy v9 components and
copying a file from a secure web server.  The TIdHttp host is set to
the secure web server and the port is 443.  The TIdHttp->Request->Host
is set to the proxy server.  I keep getting host not found error when
I try to connect.  I am also using a TIdSSLIOHandlerSocket and a
TIdConnectionIntercept component.  Is there something else that I have
to set to make the connection go through the Proxy server?
Thanks in advance