1.- A computer with no direct internet connection (the machine I am using). It must connect to the Admin´s machine (proxy) to be with internet, with x.x.x.x:8080
2.- So this machine must connect to the proxy and then to the VPN server.
3.- The browser setup with the connection of the system (firefox, chrome, internet explorer...)
4.- The proxy IP and port in the Network Lan (Control Panel).
Do you know what´s the problem?

Thanks a lot