Hi.
On the offbeat chance that you connect via a NATted* Ethernet LAN and have a class B private IP (172.16.x.x - 172.31.x.x), try setting the proxy server to your own ip. That worked for me anyways; it might work for you in other circumstances
* for more information, google "Network Adress Translation"; once you understand why this causes you to get LowID's in eMule, you will really start hating your ISP
- Jonas