Do you actually need to connect through a proxy? Most people do not...do you know what a proxy is?
All the available help I could possibly give is in the URL I linked to, I don't know anymore than what is on that page as I have never connected through a proxy myself.
If you had issues connecting to AIM perhaps it's an ISP issue? Your ISP might be getting attacks? Try contacting them and see if they've had any problems recently, or are currently having problems. You might even let them know you're having issues connecting to IRC and some other Internet services such as AIM.
You may also want to use our Search feature and search for relevant help. If nothing in this thread helps, plenty of other topics have been started about this error message and other general connection issues. Expand to 'All Forums' and 'All Posts' for best results.