Maybe you know this - after authentificate to the proxy you get an error "Page could not be retrieved - Error: Server or DNS not found"
This error occours after upgrading to IE6 SP1.
Microsoft has been given an unofficial Patch q331906.exe - you will get this only if you contact Microsoft directly. I'm not sure what this should be good for.
Anyway - after applying this Patch everything works great. I searched long time to solve this, now I'm glad to have fixed it.
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