doc: mention that proxies must be completely transparent

We already document in the FAQ that proxies must be completely
transparent and not modify the request or response in any way, but add
similar documentation to the http.proxy entry.  We know that while the
FAQ is very useful, users sometimes are less likely to read in favor of
the documentation specific to an option or command, so adding it in both
places will help users be adequately informed.

Signed-off-by: brian m. carlson <sandals@crustytoothpaste.net>
Signed-off-by: Junio C Hamano <gitster@pobox.com>

Documentation/config/http.txt

@@ -7,6 +7,11 @@ http.proxy::
 	linkgit:gitcredentials[7] for more information. The syntax thus is
 	'[protocol://][user[:password]@]proxyhost[:port]'. This can be overridden
 	on a per-remote basis; see remote.<name>.proxy
++
+Any proxy, however configured, must be completely transparent and must not
+modify, transform, or buffer the request or response in any way.  Proxies which
+are not completely transparent are known to cause various forms of breakage
+with Git.
 
 http.proxyAuthMethod::
 	Set the method with which to authenticate against the HTTP proxy. This