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internet.R test hangs if http proxy needed (PR#3108)

On Tue, 27 May 2003, Barry Rowlingson wrote:

            
It is several internet operations.  However, ?download.file says

     The remaining details apply to method `"internal"' only.

     The timeout for many parts of the transfer can be set by the
     option `timeout' which defaults to 60 seconds.

and note, not all parts.
Just how general is that?  It will not cope with authenticating proxies, 
for example.  I would rather skip the test.
Well, R can itself be a socket server, but we cannot presume that
there are resources to run two copies of R, for example.