Problems with proxying remote URLs

Hello,

I've got problem with using a mod_rewrite module using [P] keyword to
proxy a request.  Everything works just fine with local files and
redirects, but when I'm trying to use a redirect with proxy to remote
destination I'm getting something like:

[Sun Aug 28 14:05:36 2005] [error] [client 1.2.1.2] File does not exist:
proxy:http://my.domain.com/zzz

My config reads like (in .htaccess):

RewriteEngine On
RewriteRule     ^(.*)   http://my.domain.com/$1    [P]

When I am removing the [P] keyword and it tries to do a redirect it
works fine.

Would you advise me please something?  Thanks.

Please, drop me a Cc to my mail address, as far as I'm not regulary
reading this newsgroups.  Thanks.

P.S.  Apache 1.3.33 built from ports on FreeBSD 5.4-STABLE.  I've got
completely the same configuration on Apache 1.3.29 and it works just fine.