Client workstation flash/macrmedia

I am using SBS 4.5 and have setup a client of windows 2000 professional. When I use my internet access I am unable to display any flash or macromedia web pages. I go to macromedia site to download these players and get to the page for install and itwill not download these players. Does Proxy block the download of such players on client machines? Is there a workaround for this problem as I have tried everything and can’t find what is blocking this?