Welcome to the ODK forum, @Samuelokan! We're glad you're here. I've moved your post here because it's more a support request. If you want to tell us more about your work and experiences and plans for using ODK please tell us in introductions. I'd also encourage you to add a real picture as your avatar because it helps build community!
Can you screengrab or take a picture of the proxy error and post it here?
Also, what server settings are you using? Have you looked at the documentation on setting up ODK Collect and connecting to a server?