Check on which port it works and if the ports are allowed in your proxy configuration and outgoing firewall rules..
Hello;
At the firewall all ports ( TCP & UDP ) are allowed.And the allowed ports at HTTP proxy are;
80 # http
8080
21 # ftp
70 # gopher
210 # wais
1025-65535
280 # http-mgmt
488 # gss-http
591 # filemaker
777 # multiling http
800 # Squid (for icons)
403
2728
443
563
At the Ammyy web site.They say that Ammyy doesn't need any port to open.What can be the problem?