Yahoo Messenger

I have installed the Yahoo Messenger 3.0 over a windows95 client (Winsock Client for Win95 is already installed) connected with the NT 4.0 with MS Proxy 2.0. On the proxy side I have given the full rights of winsocks, all ports are open and login locally on the server is also selected.

The problem is when I try to connect through messenger after the giving 3 entries user name, password, and domain, the bottom screen of yahoo messenger shows connecting (yellow button) but couldn?t get connected. Why?