RFR 6370908: Add support for HTTP_CONNECT proxy in Socket class

[Chris Hegarty]

Unless I hear otherwise, I'd like to go ahead an commit this patch to 
jdk8. It has been sitting around for a while now, see [1], and more 
recently [2].

http://cr.openjdk.java.net/~chegar/6370908/webrev.01/webrev/
-Chris.

[1] http://mail.openjdk.java.net/pipermail/net-dev/2010-March/001642.html
[2] http://mail.openjdk.java.net/pipermail/net-dev/2012-October/005023.html