Proxy Server connection

1.Make sure that you have the correct permissions MMC>web proxy Properties>permissions tab.
2.make sure that your default gateway is correct.
3.test your connection by accessing the web from the browser on the proxy server.
If you can get out through the browser on the proxy and can ping the proxy from the client box then it should work. If not then more details are nessesary. You can email me direct at dhills@dingley.com

The most probable cause is an error in your browser configuration.
You must tell it to use the proxy using a LAN connection and provide the server name or IP address and the port#. Typically this is "http://myserver" port"80" (or 123.456.789.123 port 80).

It's a good idea to install the Winsock Proxy client from your server but that shouldn't have an impact on your browser.

If you are using the default configuration for Proxy, the security features (filters, permissions, etc.)are disabled. If not, disable them to test your connection so you are sure that's not the issue.

All this is based on the assumption that you can "see" the PDC on your network, of course.

One last point. Microsoft says you can't ping an internet site through the proxy.
http://support.microsoft.com/Support/proxy/faq/apps/102.asp

Does the error pages comes from the proxy server messages? Or it comes from browsers?
If it comes from the proxy, please checks your connection to the internet from your server (in PDC server, after dialing to the internet, try to ping one site, ex. www.yahoo.com). If it didn't work (ping cannot find the site), check your dialup networking settings (primary and secondary DNS Servers, modem speed). Otherwise check your proxy setting (securities, permissions).
If the error messages come from the browser, check the connection to the server and browser settings (Internet Options menu in connections tab for IE, or Prefference menu in Advance*Proxy for Netscape)

good luck

I think your problem is that your Proxy server cannot find your LAN PCs. It is sending responses to requests from your browser out to the Internet, rather than back to your LAN. Your Proxy is multihomed. The Proxy needs to be told to use your internal NIC for addresses coming from your LAN. You can do this buy adding a persistent route statement from the command prompt.
For example:
c:\route add -p 243.123.123.0 mask 255.255.255.0 243.123.123.1
-p tells the server to retain the route statement after reboot. 243.123.123.0 is your LANs net ID. mask 255.255.255.0 is whatever your subnet mask is. 243.123.123.1 is the gateway (the internal NICs IP address).

By the way, I would recommend moving the Proxy to a member server. By having it on your PDC, you are exposing your PDC to the Internet and increase the risk of hacking.