I need to access Facebook but all outgoing communication is blocked on our server so I have to use proxy.
I initialize proxies with:
ProxySelector.se
It's not the ProxySelector that changes the scheme, but the SocketFactory opening a Socket. If the SocketFactory is null a SOCKS socket will be created by default which only allows SOCKS proxies. I don't know anything about Sockets and cannot tell you if there's a way to make it work with HTTP proxies.
But using another approach may help, since Apache HttpClient seems to have its own way to configure proxies.
client.getHostConfiguration().setProxy(proxyHost, proxyPort);
if (proxyUser != null) {
client.getState().setProxyCredentials(new AuthScope(proxyHost, proxyPort),
new UsernamePasswordCredentials(proxyUser, proxyPassword));
}