How to remove proxy from WebRequest and leave DefaultWebProxy untouched
try setting the proxy to an empty WebProxy, ie:
request.Proxy = new WebProxy();
This should create an empty proxy.
Actually setting it to null will be enough as well to disable auto proxy detection, you might save some cycles :)
request.Proxy = null;
http://msdn.microsoft.com/en-us/library/fze2ytx2.aspx