IIRC, if you're using a proxy server, you have to pass the full URL to the HEAD
method...
if dlg.ShowModal() == wx.ID_YES:
self.urlFld.SetValue("")
for line in self.myList:
conn = httplib.HTTPConnection("myproxy.com", 8080)
conn.request("HEAD", line)
r1 = conn.getresponse()
...otherwise it has no way of knowing which host to connect to.