Yahoo Messenger running on HTTP Proxy

Hi,
I have a problem running Yahoo Messenger (as well as other applications e.g. Action Voip, Chikka Messenger, Skype and the likes) in my computer. I don’t know if the problem comes from my DSL Connection or from my computer. I do not have connection problems with my internet when it comes to web browsing, but when I try to open Yahoo Messenger it always return the message: “We can’t sign you in Yahoo Messenger”.
So the next resort is to try the troubleshooter which in turn would reply that “there’s a temporary problem and there's a need to change the Connection Preferences”. Changing the connection preferences to “Connect via a Proxy Server”, made it possible to launch Yahoo Messenger, but a new problem arises. I cannot use the webcam and can’t make internet call/voice chat. What seems to be the problem and how do I solve this?
Thanks friends.
