There's a problem with the proxy settings used by MJ & YADB under some circumstances.
As I understand it, when Microsoft ISA or Proxy Server are used, third party applications are not supposed to know about it; they should be told that no proxy is in place. If a third party program is set to use the proxy (using the same settings as in Control Panel / Internet), the traffic cannot get thru.
MJ & YADB can't get thru the proxy when they use the IE settings. The only way to get thru is to go into Control Panel / Internet, turn off the proxy settings, let MJ / YADB get their info (or download plugins or skins, or whatever), then turn the proxy settings back on.
Another example. Quicken has a checkbox. If it's set to use the proxy settings from IE, it fails. If the proxy is disabled, traffic goes thru successfully.
A bit paradoxical, but I guess the idea is to make it easier for third party applications, by not requiring them to know anything individually about proxy settings.
Took me a while to figure this out. I got sidetracked with proxy settings on the server that weren't the real issue.
Hope this helps!