Investigate why mp3 and aac http radios seem to not work with some proxies

With proxy like proxomitron (http://www.proxomitron.info) and others, most of the raw radio stations, in mp3 and aac don't seem to play correctly.

On mp3, we hear around 500ms of audio and then nothing. On AAC, we don't hear anything.

It should be noted that Ogg/Vorbis and ASF/WMA radio station work fine. It should be noted that no-proxy on the same machine works fine.