Problems getting the MOSS RSS Viewer working through a proxy server

This is quite a common problem, but I am posting it here in case I forget it later!

It is well documented that you have to add an entry into the web.config file in C:\Inetpub\wwwroot\wss\VirtualDirectories\, but I found that it can be quite fussy as to how these lines are formatted. The lines I added were as follows (I have left the /appSettings and /configuration references in as pointers):

</appSettings>
<system.net>
<defaultProxy>
<proxy usesystemdefault = "false" proxyaddress="http://proxy.domain.internal:8080" bypassonlocal="true" />
</defaultProxy>
</system.net>
</configuration>

These are the things that I tried to get it working:
- Ensured that all the indentations were correct for the system.net and defaultProxy references.
- Entered http:// at the start of the proxy address rather than just have the FQDN.
- Ensured that there were no blank lines between any of the code.