Msn Messenger 6.0 and proxies

I have tried for about a month trying to get it to work. I
have to have Msn 6 for work and college purposes. Basicly
we have a network of computers. My computer connects to
the internet through a proxy , the main computer has the
internet. Basicly I cannot install MSN 6 on the main
computer , but I can on my gaming/internet computer.

I have changed firewall settings , even turned it off. It
doesn't work!

When will you guys give support for this? I know about 15
people that need this! please help us all out.