Strange command in access logs

[jim2006]

Does anyone know what this individual is attempting to do with the following command, "CONNECT msa-mx8.hinet.net:25 HTTP/1.0?" And just how concerned should I/We be? Also, does anyone have a list of URLs needed to ban a particular country?

[Arthur]

Does anyone know what this individual is attempting to do with the following command, "CONNECT msa-mx8.hinet.net:25 HTTP/1.0?" This is a bot looking for an open proxy.
And just how concerned should I/We be? No need to be concerned. These are automated scans that walk entire IP blocks, there's no proxy running and the request will be denied.

-Arthur