title: WinHTTP Connect
body: <p>I am trying to have WinHttp make a “CONNECT” calls (as opposed to a “GET” or “POST”) that looks as follows:</p>
  
  <pre><code>CONNECT www.etrade.com:443 HTTP/1.0
  Host: www.etrade.com
  </code></pre>
  
  <p>However, winhttp always enforces a path after the “CONNECT” verb as follows (at the front of the location):</p>
  
  <pre><code>CONNECT /www.etrade.com:443 HTTP/1.0
  Host:  www.etrade.com
  </code></pre>
  
  <p>Any workaround? or am I doing something wrong? This is in C# .net 3.5 framework, Winhttp 5.1</p>