Using SOAP is it possible for a user A located on PO A to proxy to user B which is on PO B?

From my testing I an unable to get it to work.

If I login user A into PO A and then try to proxy to user B on PO A I get a "user not a post office" error. Or if I try to connect to PO B at that point I get a "Missing session string" error even though I include the correct session string.