> i've waited for nearly 10 min 
10 sec is more than enough.

does the Proxy's address look like:
fe80::7091:3d01:6b8:8104%8
and not like
123.456.789.012
Then you must disable IPv6
<http://forum.httrack.com/readmsg/22444/22424/index.html?q=ipv6>