[Yum] Proxy problem. Help me, please.

[dunric at centrum.cz]

Yum version 2.1.11 (Fedora Core 3)
Proxy env. variable (http_proxy=http://name:password@ourproxy.ourdomain:8080/) is set properly, proxy is working, I can download requested files by wget or FireFox without problems, but with yum I got following errors:

---------------------------- BEGIN OF LOG  -----------------------------------------------------
[root at darkstar ~]# yum update
Setting up Update Process
Setting up Repo:  base
repomd.xml                100% |=========================| 1.1 kB    00:00
Setting up Repo:  updates-released
repomd.xml                100% |=========================|  951 B    00:00
Reading repository metadata in from local files
primary.xml.gz            100% |=========================| 797 kB    00:07
MD Read   : ################################################## 2623/2623
base      : ################################################## 2622/2622
primary.xml.gz            100% |=========================| 140 kB    00:01
MD Read   : ################################################## 351/351
updates-re: ################################################## 351/351
Resolving Dependencies
--> Populating transaction set with selected packages. Please wait.
---> Downloading header for boost to pack into transaction set.
boost-1.32.0-1.fc3.i386.r 100% |=========================| 586 kB    00:05
http://sunsite.mff.cuni.cz/pub/fedora/updates/3/i386/boost-1.32.0-1.fc3.i386.rpm: [Errno -1] Header is not complete.
Trying other mirror.
Error: failure: boost-1.32.0-1.fc3.i386.rpm from updates-released: [Errno 256] No more mirrors to try.
[root at darkstar ~]#
---------------------------- END OF LOG --------------------------------------------------------

I tried to switch to other mirrors but I always got the same results :-(
I've had the chance to run yum with direct connection to Internet and it worked so it has to be a problem with proxy.

Any idea, hint ? Is yum using some advanced technique to fetch headers that's incompatible with our basic proxy server ? (Proxy+)

Thanks in advance