Msproxy server and MsExchange 5.5

How do I get an Internet connection on the server ?. All clients can access the internet (msproxy client).

I’ve installed Antigen on the exchange server for virus protection. The problem is that antigen can’t get his update’s from the internet. I’ve tried to connect to the internet on the Exchange server (Win Nt4.0 Sp5) but did not succeed.

Can anyone help me with this problem ?
Is it posible to connect to the internet on a Exhange server who’s running MSproxy server ?