YOU with Uni Proxy isn't working.
 

Whenever I try to run Yast Online Update,
It always says "connect failed" when trying to recieve
it's update list (the first connection it makes).

I have typed in the university proxy for both http and ftp into
YaST Proxy configuration, and still this does nothing.

This connection doesn't need a proxy for FTP, only
http and https.

Please help!

-Riddick

It might be because connections to the necessary port are blocked by the proxy server. Although YOU does use HTTP, it might not be going through port 80. If this is the case, the only solution is to ask the network admin people very nicely if they'll open the required port.

how do I find out which it is?

To be honest, I'm not sure. All I can suggest is you check the help files.

Just to make sure it's not another problem, is normal web browsing OK?

Web browsing is fine... Unreal won't download new maps either though

In that case it's almost certainly a port problem. OK people, anyone know which ports are involved?