not to mention, you might want to set your computer that has the proxy on it to a static IP...., I know dogies set up guide is great!! but i know i needed to put my router address in for my gateway.......

also check your firewall and antivirus, sometimes they don't play nice with the proxies....I actually had to restart my computer and then run my proxy, after disabling my Antivirus.....once it was running I enabled my antivirus, and it left it alone and has worked ever since....(also windows will probably ask for permissions to connect through whatever).