The lights are OK on the picture.
So now in order to test make a slush pool account.
Run proxy from Windows not from hexminer
then put your slush account miner data and try.
Okay, I've now an account with Slush's. Started it and started the proxy, using following address: stratum.bitcoin.cz:3333
But I still have the same error, feeling like an idiot that I can't get it to work..
http://s28.postimg.org/mj07nst25/slush.pngThis is what it look like when starting the proxy:
http://s14.postimg.org/kshz8fakh/slush2.png