Gem and proxy settings

I'm behind an authenticated proxy and rubygems doesn't seem to support username/password based authentication.

Some investigation seems to indicate that open-uri.rb doesn't support authentication. Open-Uri is based on net: HTTP
Which * Does * Support authentication so it shocould be relatively easy to modify open-URI to do that too. I spent about
An hour on it, but couldn't immediately get something working (open-Uri is using net: HTTP in a somewhat quirky way ).

C:/> gem-V

C:/> "C:/Ruby/bin/ruby.exe" "C:/Ruby/bin/gem"-V
0.8.3

C:/> gem list-P http: // Proxy: 8080-r -- backtrace

C:/> "C:/Ruby/bin/ruby.exe" "C:/Ruby/bin/gem" list-P http://proxy1.macbank: 8080-r -- backtrace