Some proxy issues can be addressed by alterations to the machine.config file. For example, click-once deployments may fail due to proxy issues.
Details of the appropriate machine.config elements can be found here:
http://msdn.microsoft.com/en-us/library/aa903360
<configuration>
<system.net>
<defaultProxy enabled="true" useDefaultCredentials="true"/>
<system.net/>
<configuration>