WiX Web Installer With Proxy Server

Question

I'm writing a Web Installer using WiX technology. Using following code I've successfully created and tested a simple installer that downloads MSI package from server:

private void OnResolveSource(object sender, ResolveSourceEventArgs e)
    {
        try
        {                
            if (!File.Exists(e.LocalSource) && !string.IsNullOrEmpty(e.DownloadSource))
                e.Result = Result.Download;
        }
        catch (System.Exception ex)
        {
            MessageBox.Show("exception " + ex.Message);

        }
    }

<MsiPackage Compressed="no" DownloadUrl="https://some/DummyInstaller.msi" Name="DummyInstaller.msi"   SourceFile="..\DummyInstaller\bin\Debug\DummyInstaller.msi" Id="DummyInstallationPackageId" Cache="no"  >
    <Payload SourceFile="..\DummyInstaller\bin\Debug\cab1.cab" DownloadUrl="https://dummydomain.com/cab1.cab" Id="cab1.cab" Compressed="no" />
  </MsiPackage>

However, when I run setup under a proxy server which asks user to enter credentials before accessing the Internet, my web installer fails to download MSIs. Though installer works in following two cases:

1. If proxy server is using computer default credentials
2. Or, If I go to IE and enter valid credentials when it asks me to, before accessing any website.

Question: Does Wix Framework allows developers to make proxy aware installers, so that installer itself ask for credentials that are required by Proxy server?

Note: Below is the error message found logs when installer fails: Error 0x80070005: Failed attempt to download URL...