Authentication on forward proxy

Hi all,  
this is my problem: I want to use Apache as a forward proxy to let the clients 
of my lan to request external webn pages and I want that these clients 
authenticate to the proxy. When I used apache as a "normal" web server I used 
to protect some directories using the <Directory> ... </Directory> directive; 
in particular I used a third-part module (mod_auth_kerb) to perform auht 
against Kerberos. My question is if it's possible to request auth every time 
that a client request a connection to the proxy. Thanks in advance 
Enrico 

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