In a mobile device operating on a wireless network, one of multiple selectable proxies and its corresponding protocol stack are selected, to proxy a request and response, based on the application making the request. Connection information for each available proxy is stored in a configuration store. The application requests a Net Proxy object for the particular proxy and protocol stack to be used. The Net Proxy object contains a subset of the stored connection information specific to the particular proxy. An HttpAction object is then created for the request, and the Net Proxy object is linked to the HttpAction object. The HttpAction object is provided to a request manager, which dispatches the request to an appropriate protocol stack, based on the content of the net Proxy object linked to the HttpAction object, which causing the request to be sent to the selected proxy.