Somehow it works with: proxy.exe -o stratum.mining.eligius.st -p 3334
But get allot of warnings
This is the correct way to run it. Post your warnings. Probably normal behavior.
Here are the Errors:
2014-01-21 21:09:40,359 INFO proxy jobs.submit # Submitting d435eb0e
2014-01-21 21:09:40,359 WARNING proxy getwork_listener._on_submit # [0ms] Share from MY_ADDRESS