Making a proxy checker

Question

Hi! I just wanted help in one thing. In our institute, we need to use proxy servers to connect to the Internet. We can't access the web directly due to firewall. I wanted to make an application for myself, where I would have all the proxies that are frequenty used by us. The application will check for each proxy, if it is able to connect to the internet or not. If a proxy is able to connect to the internet, then the application will write the proxy in a text file. My first doubt: How do I check if a proxy is able to connect to the internet? Presently I am using WebRequest method from System.Net and accessing http://www.google.com. If the application can fetch the site, it writes the proxy in a file. But this method is painfully slow. Could I have another faster and efficient method to just check if a proxy is able to connect to the internet or not? Secondly, there are around 30 proxies in the list of proxies. If I check for each of them one-by-one it will take large amount of time. How could I use "Multi-threading" in such a case? In fact, I need to learn the concept of threading. Any help would be sincerely appreciated.