We study the excess conductance due to the superconducting proximity effect in a ballistic two-dimensional electron system, subject to an in-plane magnetic field. We show that under certain conditions the interplay of the Zeeman spin splitting and the effect of a screening supercurrent gives rise to a spin-selective Andreev enhancement of the conductance and anomalies in its voltage, temperature and magnetic field characteristics. The magnetic-field influence on Andreev reflection is discussed, in the context of using superconducting hybrid junctions for spin detection.