AFAIK HttpWebRequest/HttpWebResponse does not support SOCKS-Proxies.
Check if your browser can use the forwarding as SOCKS-Proxy.
Old forum-discussion, but I think nothing changed since then:
http://social.msdn.microsoft.com/Forums/en-US/982bef6c-b9a4-4c0d-b7d5-0c64df9f610a/httpwebrequest-socks4-or-socks5-support
Check if your browser can use the forwarding as SOCKS-Proxy.
Old forum-discussion, but I think nothing changed since then:
http://social.msdn.microsoft.com/Forums/en-US/982bef6c-b9a4-4c0d-b7d5-0c64df9f610a/httpwebrequest-socks4-or-socks5-support