The string displayed in the label Proxy web server
is the value of the realm returned by the proxy server in the reply that it sends to the request received from oXygen.
The system settings are under your control. You can find them in Internet Explorer from menu Tools -> Internet Options -> Connections -> LAN Settings -> Proxy server. Did you enter the same address and port in oXygen preferences (the panel HTTP/FTP/Proxy Configuration
of the Options -> Preferences dialog) as in Internet Explorer preferences and you can connect to the URL of the schema used for validation in Internet Explorer but you cannot connect to the same URL in oXygen? Did you set the correct user and password for the proxy server in the panel HTTP/FTP/Proxy Configuration