Smooth Switch but Proxy confusion remains

Does anyone here connect through a proxy server? If so perhaps you could help. I connect through a proxy server in my Halls of Residence. Despite the fact that my settings are correct, to the best of my ability and the University's technical support staff, there are still a great deal of problems I have encountered.

Firstly I get a Posix 60 (something) Error which means nothing to me a part from the fact I cannot connect to the website. Secondly I cannot connect to my Hotmail account and finally the following programs do not work even though the settings are correct, to the best of my knowledge.

MSN (From the peanut gallery: boo hiss!)
Icy Juice (In fact help in using this program would be fantastic)
X-Chat Aqua

Any help in regards to these matters would be greatly apreciated.