Proxy server in windows 2000

i have windows 2000 advanced server, i install a microsoft proxy 2 on it and configure my server to be a proxy server. after i configure it to be a proxy server i test the one of my workstation to surf to internet using my proxy server as a http server but the problem the workstation give me a message of page cant be display or internal server error.. before i use a windows nt 4 as a proxy server but when i ship to windows 2000 advanced server my client cant surf to the internet.. please help my to figure out this problem.. thank in advanced.