Firewalls come between your computer and the Internet in order to screen out potentially harmful traffic. Because of this, firewalls may cause problems for browsers that run Automatic Proxy Configuration. This can happen whether the firewall is operated by your company or by your Internet Service Provider. "Personal firewall" products may also cause problems, though some have been used successfully with the proxy server.
For more information, see our Troubleshooting page under firewalls.