read_nonblock': end of file reached (EOF Error)

I have written a program to consume a Restful Service from yahoo, and
I am landed with this error.

I am using Net/HTTP library for this,

My program is as follows

require 'net/http'

query = 'world cup 2011'
results_limit = 10

proxy_addr = 'MyProxy'
proxy_port = 80
proxy_name = "MyName"
proxy_pass = "MyPassword"
path = "?appid=#{APPLICATION_ID}&query=#{URI.encode(query)}

Net::HTTP::Proxy(proxy_addr, roxy_port, proxy_name,
proxy_pass ).start( YAHOO_WEB_SERVICE_SEARCH_URL ) do |http|
  response = http.get(path)
  puts response.body

When I run this program, I am getting this error on which I have no
clue, but the same works with browser

/usr/local/lib/ruby/1.9.1/net/protocol.rb:135:in `read_nonblock': end
of file reached (EOFError)
  from /usr/local/lib/ruby/1.9.1/net/protocol.rb:135:in `rbuf_fill'
  from /usr/local/lib/ruby/1.9.1/net/protocol.rb:116:in `readuntil'
  from /usr/local/lib/ruby/1.9.1/net/protocol.rb:126:in `readline'
  from /usr/local/lib/ruby/1.9.1/net/http.rb:2219:in `read_status_line'
  from /usr/local/lib/ruby/1.9.1/net/http.rb:2208:in `read_new'
  from /usr/local/lib/ruby/1.9.1/net/http.rb:1191:in
  from /usr/local/lib/ruby/1.9.1/net/http.rb:1177:in `request'
  from /usr/local/lib/ruby/1.9.1/net/http.rb:888:in `get'
  from restAPI_get_yahoo_httproxy.rb:21:in `block in <main>'
  from /usr/local/lib/ruby/1.9.1/net/http.rb:627:in `start'
  from /usr/local/lib/ruby/1.9.1/net/http.rb:490:in `start'
  from restAPI_get_yahoo_httproxy.rb:18:in `<main>'

Please help me....