Is there a graceful way to determine if I am behind a proxy when using WebClient?

Question

Right now I am using a try-catch to handle a WebException in order to determine whether or not I need to use a proxy - it's ugly.

Rather than use try-catch to control program execution, I'd like to know up front if I need to use a proxy.

Here is my code:

private bool m_useDefaultWebProxy;

public void DownloadFile(String url, String fileName) {
    try {
        using (WebClient webClient = new WebClient()) {
            if (m_useDefaultProxy) {
                this.SetDefaultProxy(webClient)
            }
            webClient.DownloadFile(url, fileName);
        }
    }
    catch (WebException ex) {
        this.HandleWebProxyError(ex);
    }
}

private void HandleWebProxyError(WebException ex) {
    HttpStatusCode = ((HttpWebResponse)ex.Response).StatusCode;
    if (statusCode == HttpStatusCode.ProxyAuthenticationRequired) {
        this.m_useDefaultWebProxy.Checked = true;        
    }
}

private void SetDefaultWebProxy(WebClient webClient) {
    IWebProxy proxy = WebRequest.GetSystemWebProxy();
    proxy.Credentials = CredentialCache.DefaultNetworkCredentials;
    webClient.Proxy = proxy;
}