Nothing i can overly think of, what "proxy" are you talking of, becuase this maybe something to do with your problem.
Did you know you can use ICS (internet connection sharing) which is built into 2K and XP to share internet from one pc. I have never seen this have problems connecting clients to IRC, (clients do however have more trouble identing (port 113) sicne it doesnt reach back past the server machine (normally)
PS: You should really buy a router and be done with using a pc for sharing the internet. (if your using a adsl modem u may find it is a router even)