my proxy server

i have 10 computers on the LAN of which i have made one as a proxy server using analog x software,and is working fine. but when i try to connect other computers to the proxy server it is showing connecting to the proxy server,but after some time it is showing page cannot be displayed at internet explorer.i have done dhcp enabled. given the servers ip and port value in LAN settings.finished the internet connection,network setup wizard,network identification wizard.but the problem remains.PLEASE HELP.