How to set a proxy server with path elements?

[Glenn Waldron]

Hi,

I'm using libcurl 7.19.4 and am trying to connect to an HTTP proxy server
with an endpoint that looks like:

host.com:39001/proxy.asp

What is the proper way to set that using curl_easy_setopt calls? It's the
"/proxy.asp" that is throwing me off.

Thanks!

Glenn