Proxy Server 2.0 on WinNT

I run proxy for my Win95/98 workstations to access the internet via proxy. I have two nic cards, one internal, one external for the internet. The external one is the only one that has a default gateway. Neither my server or my workstations can access the internet. They keep timing out. I tried pinging the default gateway and it comes back as timed out. However I can ping the ISP IP address ok. My ISP says its a proxy configuration problem. They have checked the local telephone line with no problems there. When I do a tracert to my ISP it shows me a different gateway. All the IP addresses supplied by my ISP are all correct according to them. Have I missed something somewhere?