CONNECT MyDomain.com:443 HTTP/1.1 
Proxy-Connection: keep-alive 
User-Agent: Mozilla/5.0 
Host: MyDomain.com  

HTTP/1.0 407 Proxy Authentication Required 
Server: squid/3.1.11 
Mime-Version: 1.0 Date: Sun, 14 Oct 2012 08:22:52 GMT 
Content-Type: text/html 
Content-Length: 3244 X-Squid-Error: ERR_CACHE_ACCESS_DENIED 0 
Vary: Accept-Language 
Content-Language: en Proxy-Authenticate: 
NTLM X-Cache: MISS from rob-dev Via: 1.0 rob-dev (squid/3.1.11)
Connection: close

CONNECT MyDomain.com:443 HTTP/1.1 
Proxy-Connection: keep-alive 
User-Agent: Mozilla/5.0 
Host: MyDomain.com
Proxy-Authorization: NTLM TlRMTVNTUAABAAAABQIAAAAAAAAAAAAAAAAAAAAAAAA= 

HTTP/1.0 407 Proxy Authentication Required 
Server: squid/3.1.11 
Mime-Version: 1.0 
Date: Sun, 14 Oct 2012 08:22:52 GMT 
Content-Type: text/html 
Content-Length: 3328 X-Squid-Error: ERR_CACHE_ACCESS_DENIED 0 
Vary: Accept-Language 
Content-Language: en 
Proxy-Authenticate: NTLM TlRMTVNTUAACAAAACgAKADAAAAAFAgAAZ74RlTD8Q9MAAAAAAAAAAAAAAAA6AAAAAAAAAAAAAAAAAA== 
X-Cache: MISS from rob-dev Via: 1.0 rob-dev (squid/3.1.11) 
Connection: keep-alive

In more detail as Wireshark decrypts Proxy-Authenticate string:

NTLMSSP
NTLMSSP identifier: NTLMSSP
NTLM Message Type: NTLMSSP_CHALLENGE (0x00000002)
Domain: 10
MaxLen: 10
Offset: 48
Flags: 0xa2088207
NTLM Challenge: F08C6FB459CF3CF3
Reserved: 0000000000000000
Address List: Empty