title: Pip Proxy Error
body: <p>Im trying to install some pip packages behind a proxy. Ive set the env to,</p>
  
  <pre><code>http_proxy=http://172.16.2.3:3128
  https_proxy=http://172.16.2.3:3128
  </code></pre>
  
  <p>I then tried pip but get the error,</p>
  
  <pre><code>[root@server ~]# pip install --proxy=http://172.16.2.3:3128 virtualenv -v
  Starting new HTTPS connection (1): pypi.python.org
  There was an error checking the latest version of pip
  Traceback (most recent call last):
    File "/usr/lib/python2.7/site-packages/pip/utils/outdated.py", line 122, in pip_version_check
      headers={"Accept": "application/json"},
    File "/usr/lib/python2.7/site-packages/pip/_vendor/requests/sessions.py", line 477, in get
      return self.request('GET', url, **kwargs)
    File "/usr/lib/python2.7/site-packages/pip/download.py", line 373, in request
      return super(PipSession, self).request(method, url, *args, **kwargs)
    File "/usr/lib/python2.7/site-packages/pip/_vendor/requests/sessions.py", line 465, in request
      resp = self.send(prep, **send_kwargs)
    File "/usr/lib/python2.7/site-packages/pip/_vendor/requests/sessions.py", line 573, in send
      r = adapter.send(request, **kwargs)
    File "/usr/lib/python2.7/site-packages/pip/_vendor/cachecontrol/adapter.py", line 46, in send
      resp = super(CacheControlAdapter, self).send(request, **kw)
    File "/usr/lib/python2.7/site-packages/pip/_vendor/requests/adapters.py", line 424, in send
      raise ConnectionError(e, request=request)
  ConnectionError: HTTPSConnectionPool(host='pypi.python.org', port=443): Max retries exceeded with url: /pypi/pip/json (Caused by ProxyError('Cannot connect to proxy.', error('Tunnel connection failed: 403 Forbidden',)))
  Collecting virtualenv
    Getting page https://pypi.python.org/simple/virtualenv/
    Starting new HTTPS connection (1): pypi.python.org
    Incremented Retry for (url='/simple/virtualenv/'): Retry(total=4, connect=None, read=None, redirect=None)
    Retrying (Retry(total=4, connect=None, read=None, redirect=None)) after connection broken by 'ProxyError('Cannot connect to proxy.', error('Tunnel connection failed: 403 Forbidden',))': /simple/virtualenv/
  </code></pre>
  
  <p>However curl appears to work (?)</p>
  
  <pre><code>[root@server ~]#    curl -I https://pypi.python.org/simple/virtualenv/
  HTTP/1.1 200 Connected
  
  HTTP/1.1 200 OK
  Server: nginx/1.8.0
  Content-Type: text/html; charset=utf-8
  X-PYPI-LAST-SERIAL: 1916396
  Cache-Control: max-age=600, public
  X-Clacks-Overhead: GNU Terry Pratchett
  </code></pre>
  
  <p>Any ideas ?</p>