使用fsockopen与UDP和代理？

So I've been wondering (and testing), can I use fsockopen with proxy and UDP traffic?

Cause for example this:

$fp = fsockopen('udp://host.name.com', 512, $errno, $errstr);
if(!$fp){ die($errno . ' - ' . $errstr); }

works... but as soon as I add proxy

$proxy = "123.58.183.141 "; // proxy 
$port = 1080; // proxy port

$fp = fsockopen("udp://".$proxy, $port, $errno, $errstr);
if(!$fp){ die($errno . ' - ' . $errstr); }

// after connecting to proxy... connect to target...
fputs($fp, "CONNECT host.name.com:512
");

and try to send some data with fwrite read reply with fread I get nothing.

But without proxy everything works perfectly. I tried load of public proxies but I could never get reply...

Any thoughts on thisone? Also I'm starting to think "fputs($fp, "CONNECT host.name.com:512 ");" is not the right way for this... or is it?