[Modify] Add a check

websocket-sharp/WebSocket.cs

@@ -2870,7 +2870,6 @@ namespace WebSocketSharp
     /// </param>
     public void SetProxy (string url, string username, string password)
     {
-      lock (_forConn) {
       string msg;
       if (!checkIfAvailable (true, false, true, false, false, true, out msg)) {
         _logger.Error (msg);
@@ -2879,6 +2878,14 @@ namespace WebSocketSharp
         return;
       }
 
+      lock (_forConn) {
+        if (!checkIfAvailable (true, false, false, true, out msg)) {
+          _logger.Error (msg);
+          error ("An error has occurred in setting the proxy.", null);
+
+          return;
+        }
+
         if (url.IsNullOrEmpty ()) {
           _logger.Warn ("The proxy url and credentials are set back to the default.");
           _proxyUri = null;