Proxy Server and security trouble

I am hosting a java applet chat site that should be protected from unauthorized users. I have placed a username/password through NT for access to that page. It is working for offices that do not deploy a proxy server for the internet. THe officesthat use a proxy service are having trouble getting access. I have disabled the password for now but wonder what is the fix if any. If you need more information please let me know.

Thanks,
Paul