No. The very idea of a proxy is that you cannot connect directly to any outside sites. You connect only to the proxy, and then the proxy connects to the web. In order to ping sites, you must have direct net access to them.
If you have access to the proxy, then maybe you can ping from there.
How is the proxy configured? If the port for Telnet (which I think is 23 or 2323) is not open on the proxy, or the proxy does not allow telnet connections, then it will not work.
However, leaving telnet open may not be a good idea, unless you really need it.
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