IMAP through Proxy Server

Problem: I can’t access an Exchange Server outside our network using the IMAP protocol through our MS Proxy Server 2.0… “The connection to the server has failed” Under details there is “Code: 800ccc0e”

I’ve got packet filtering enabled and suspect that there must be something wrong with my settings there.

This one has me REALLY stumped. Technet has nothing useful to help me that I’ve been able to find. What should I be looking at? I’m fairly sure I’ve checked it all.

[note: I have my own Exchange Server internally and I’m trying to connect to a mailbox on somebody elses Exchange server]

Thanks in advance.