ceebster
>...still can't make the proxy area appear
You are looking for something that is NOT there (by name anyway).
As I understand your situation, you have a sme server in server only mode behind another main firewall/gateway, and that gateway is also providing DNS services for your network. You want the sme server to be able to access the Internet via your main firewall/gateway server.
In the Configure this server screens, set BOTH
IP address of gateway server
and
IP Address of the DNS server
with the IP of your main firewall/gateway server.
Leave the settings as I suggest, try a reboot, and if that doesn't work, then perhaps there is some other issue that is stopping it from working.