Finally,

Thanks for your answer phil.ho.

Yes this article was really helpful in a first place.
I've used to fetch some images or pages already using a custom classes in processing (or even with processing net library).

However, these tricks cannot be used within HttpClient.
So i go deeper in the documentation and found : http://hc.apache.org/httpcomponents-client/ntlm.html .
And now everything works.

So here's the tutorial for anyone who wants to send http/https' requests using HttpClient behind an HTTP proxy using NTLM authentification :

1. Start a new sketch and save it.
   
2. Download HttpClient & HttpCore here (HttpClient : binary with dependencies, HttpCore : binary – version 4.0.1 at post's date).
3. Extract and place HttpClient, HttpCore & Commons logging jar files in the "code" folder next to your processing sketch (you can create that folder by hand or drag and dropping files in the processing editor window).
4. Download Samba jcifs last version. 
5. Extract and place Jcifs jar file in the code folder created before.
   
6. Create a new tab call it JCIFSEngine.java and paste the code below. 
7. Create another new tab call it NTLMSchemeFactory.java and paste the code below.
8. Copy the code from the Template below in the sketch tab
9. Tweak the parameters proxyHost, proxyPort, user, pwd, workstation, domain according to your network configuration.
   
10. You can use the code in the bat file code provided in order to know your username, domain and workstation parameters.
11. Now you're done.
    
    

JCIFSEngine.java

import jcifs.ntlmssp.Type1Message;
import jcifs.ntlmssp.Type2Message;
import jcifs.ntlmssp.Type3Message;
import jcifs.util.Base64;
import org.apache.http.impl.auth.NTLMEngine;
import org.apache.http.impl.auth.NTLMEngineException;

public class JCIFSEngine implements NTLMEngine {

  public String generateType1Msg( String domain, String workstation) throws NTLMEngineException {
    Type1Message t1m = new Type1Message(
    Type1Message.getDefaultFlags(),
    domain,
    workstation);

    return Base64.encode(t1m.toByteArray());
  }

  public String generateType3Msg(
  String username,
  String password,
  String domain,
  String workstation,
  String challenge) throws NTLMEngineException {
    Type2Message t2m;
    try {
      t2m = new Type2Message(Base64.decode(challenge));
    }
    catch (Exception ex) {
      throw new NTLMEngineException("Invalid Type2 message", ex);
    }
    Type3Message t3m = new Type3Message(
    t2m,
    password,
    domain,
    username,
    workstation,
    Type3Message.getDefaultFlags());
    return Base64.encode(t3m.toByteArray());
  }
}

NTLMSchemeFactory.java

import org.apache.http.auth.AuthScheme;
import org.apache.http.auth.AuthSchemeFactory;
import org.apache.http.impl.auth.NTLMScheme;
import org.apache.http.params.HttpParams;

public class NTLMSchemeFactory implements AuthSchemeFactory {
  public AuthScheme newInstance(final HttpParams params) {
    return new NTLMScheme(new JCIFSEngine());
  }
}

Template

String proxyHost;
int proxyPort;

String user;
String pwd;
String workstation;
String domain;

// START_TWEAKING_BLOCK
// Init Proxy Parameters
proxyHost = "localhost";
proxyPort = 8080 ;

// NTLM Authentification parameters
user = "username";
pwd = "password";
workstation = "workstation.host.ext";
domain = "networkdomain";
// END_TWEAKING_BLOCK

HttpHost target = new HttpHost("www.processing.org", 80, "http");
HttpHost proxy = new HttpHost(proxyHost, proxyPort, "http");

// general setup
SchemeRegistry supportedSchemes = new SchemeRegistry();

// Register the "http" and "https" protocol schemes, they are
// required by the default operator to look up socket factories.
supportedSchemes.register(new Scheme("http",
PlainSocketFactory.getSocketFactory(), 80));
supportedSchemes.register(new Scheme("https",
SSLSocketFactory.getSocketFactory(), 443));

// prepare parameters
HttpParams params = new BasicHttpParams();
HttpProtocolParams.setVersion(params, HttpVersion.HTTP_1_1);
HttpProtocolParams.setContentCharset(params, "UTF-8");
HttpProtocolParams.setUseExpectContinue(params, true);

ClientConnectionManager ccm = new ThreadSafeClientConnManager(params,
supportedSchemes);

DefaultHttpClient httpclient = new DefaultHttpClient(ccm, params);


httpclient.getAuthSchemes().register("ntlm", new NTLMSchemeFactory());
httpclient.getCredentialsProvider().setCredentials(
new AuthScope(null, -1),
new NTCredentials(user, pwd, workstation, domain));

httpclient.getParams().setParameter(ConnRoutePNames.DEFAULT_PROXY, proxy);

HttpGet req = new HttpGet("/robots.txt");

System.out.println("executing request to " + target + " via " + proxy);
try {
  HttpResponse rsp = httpclient.execute(target, req);
  HttpEntity entity = rsp.getEntity();

  System.out.println("----------------------------------------");
  System.out.println(rsp.getStatusLine());
  Header[] headers = rsp.getAllHeaders();
  for (int i = 0; i<headers.length; i++) {
    System.out.println(headers[i]);
  }
  System.out.println("----------------------------------------");

  if (entity != null) {
    System.out.println(EntityUtils.toString(entity));
  }

  // When HttpClient instance is no longer needed,
  // shut down the connection manager to ensure
  // immediate deallocation of all system resources
  httpclient.getConnectionManager().shutdown();
}
catch( Exception e ) {
  e.printStackTrace();
}

GetSomeInfo.bat

set file="C:info.txt"

echo Domain: %USERDOMAIN% > %file%
echo Username: %USERNAME% >> %file%
echo Workstation: %COMPUTERNAME% >> %file%
echo OS: %OS% >> %file%
pause