Problems while connectiing via proxy server

Hello there I have some problems related to Proxy Server. Let me explain my problem first. I wanted to connect to Internet through Proxy Server, So I installed CCProxy Server on one machine which is on LAN.In order to connect to proxy, I set the proxy server address and port in Tools - Option of Internet Explorer. As well as I changed the default gateway ( Go to Lan Connection - Properties Internet Protocols (TCP\\IP) to IP address of machine where proxy server is installed. This is to route the traffic through Proxy server. After that when I opened Internet Explore, I was able to browser internet. But when I tried to ping any IPaddress except IP address of machines on LAN ...it didnot work. I was not able to ping any website. As well as I am using one SMTP componenet, it didnot work also when I put mail server, But did work when I put IP address of mail server. Why DNS does not work when I connected via proxy server ?

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Roland
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