Okhttp asking to approve connection via dialog box want to make silent

I am using latest okhttp and when using at home it connects just fine. Inside a company it displays dialog box for approval to connect to a server. I do not want the user to see that dialog box just connect silently like it does for me at home. How do I get it to do that? I used httpclient from Apache and it does not do that. I wrote my own code to determine proxy and added that to Apache client code and it does not ask for connection approval.

Thanks for the help, -Tony