Hey!
Just was wondering, is the proxy being provided by the same company that is providing your internet service? Or is the proxy connection (to the web i am guessing) being provided by some other company/provider?
Also, did you setup a 'homegroup' and is your network a Home, Work or Public network (using MS's terminology here for the different types of networks you can setup your connection as)
If you did setup a 'HomeGroup', it means your network type is set to 'Home'.. I know this might seem like the right choice, but if possible change the type of network to 'Work' and let me know if the status changes at all.. If you are worried about not being able to share printers, folders, etc, dont worry.. As long as each computer is joined to the same WORKGROUP (right click the my computer icon, go to properties, under the Computer name, domain and workgroup, click change settings... etc)
Richie