No I think he's right. Pocket IE doesn't like proxies. It is difficult or impossible to make it connect properly. When the proxy server is different from the DHCP server or the proxy server isnt a DHCP server, pocket IE just goes all to heck.
This may not be the best option but it may solve your problem. Try downloading
Net Front . It has the ability to define a proxy server whereas Pocket IE does not.
This may or may not solve your problem and even if it does work it will cost you $30, but at least you can try the trial version and see if it works.
Good luck.