Connection problem when using Proxy server or firewall

The World Clock and Weather Web Part needs to communicate with http://weather.service.msn.comand/or http://weather.yahoo.com to retrieve time and weather information. If you are seeing errors about failing to authenticate to your proxy server or unable to reach the remote server, please consult with your network engineering staff for the best solution. Given the variety of proxy and firewall environments, it’s difficult for us to offer specific steps to resolve this situation, but we can suggest the following articles for your review:

http://support.microsoft.com/kb/318140

http://support.microsoft.com/kb/330221

http://msdn2.microsoft.com/en-us/library/kd3cf2ex.aspx