Hello,
You can try following KB article to setup your proxy settings: SolarWinds Knowledge Base :: Configuring a web proxy for the Player
If you set up the proxy according to KB article, make sure that you don't have "Automatic proxy detection" checkbox checked in IE settings.
Also check if the player is in default server initiated mode. If you switched player to active mode, set it back to server initiated mode.
If this does not help, please open a support case.
Thanks
