OK got it.
Then you’re not using the right tool. Haproxy is a reverse proxy, not a forward proxy. Even using it like this in your browser will not work for SSL sites because your browser will send a CONNECT request that haproxy will forward to the server and that the server will not understand. You need to use a forward proxy to do what you describe. Squid ( http://squid-cache.org/ ) is the best known one, but there are others.