1. A method implemented at least in part by a computer, the method comprising: receiving, at a security component, a message sent from a device, the security component being associated with a forward proxy that is logically between the device and a resource to which the device seeks access; authenticating, via the security component, an entity associated with the device; and sending a cookie to the device, the cookie indicating that the entity has been previously authenticated by the security component, the device to present the cookie with subsequent requests for access to resources accessible via the forward proxy.