RAS Internet through MS Proxy Server

I am dialing in to an NT network. I have access to shared resouces on the network. There is a MS Proxy server that has a DSL connection that allows Internet access to users on the network. I would like to dial in and have Internet access. I can ping the network card of the proxy server on the local network. I can also ping the network card that is the internet card hooked to the dsl router. It appears that the proxy server is not forwarding my request. I can retrieve e-mail from the Exchange server that is at the same IP address as the proxy server when I dial in.
Thanks
John