Thank you very much nebulus, I finally got something to work. Here is what I get now in the access log when trying the connect command:

192.168.0.103 - - [11/Dec/2003:14:18:48 -0600] "CONNECT 1.3.3.7:1337 HTTP/1.1" 500 627

Here is what I put in the httpd.conf file:

#
# Each directory to which Apache has access can be configured with respect
# to which services and features are allowed and/or disabled in that
# directory (and its subdirectories).
#
# First, we configure the "default" to be a very restrictive set of
# features.
#
<Directory />
Options FollowSymLinks
AllowOverride Limit
<Limit CONNECT>
Require valid-user
</Limit>
Order allow,deny
Allow from all
</Directory>
and that seems to work, and I can still do all the normal stuff, I just can't use the CONNECT command, so I guess that works. Thank you again nebulus. and my .htaccess file looks like this if anyone needs it for a reference:

AuthType Basic
AuthName "Password Required"
AuthUserFile /apache2/passwd/passwords
Require valid-user
The error I get though from the connect command though seems kindof odd:
Trying 24.243.64.239...
Connected to 24.243.64.239.
Escape character is '^]'.
CONNECT 1.3.3.7:1337 HTTP/1.1
Host: 24.243.64.239

HTTP/1.1 500 Internal Server Error
Date: Thu, 11 Dec 2003 20:27:11 GMT
Server: Apache/2.0.47 (Unix) PHP/4.3.3
Content-Length: 627
Connection: close
Content-Type: text/html; charset=iso-8859-1

<!DOCTYPE HTML PUBLIC "-//IETF//DTD HTML 2.0//EN">
<html><head>
<title>500 Internal Server Error</title>
</head><body>
<h1>Internal Server Error</h1>
<p>The server encountered an internal error or
misconfiguration and was unable to complete
your request.</p>
<p>Please contact the server administrator,
[censored] and inform them of the time the error occurred,
and anything you might have done that may have
caused the error.</p>
<p>More information about this error may be available
in the server error log.</p>
<hr />
<address>Apache/2.0.47 (Unix) PHP/4.3.3 Server at 1.3.3.7 Port 1337</address>
</body></html>
Connection closed by foreign host.
I have copied that html source and put it up on the server here. It seems really wierd because for some reason the error responds and says that my server address is now the address I was trying to connect to and the port also. I don't get it, but as long as the command doesn't work, I'm happy I guess. Thanks again and it was a good learning experience.