You have issues using K9 Web Protection when behind a proxy.
K9 Web Protection needs to contact the Internet to get category ratings for websites. It will function properly through most proxies, but will not function correctly through a proxy that requires a user to login to gain internet access. This is because K9 Web Protection does not have the ability to login for its requests to the Internet.
Also, if the proxy server already has content filtering, internet access may be slower, since the user will be "double-filtered".