'freezing' under a proxy

Here's the lowdown
One computer, connected to the net, is running win 98se
with analogX proproxy, and is connnected to my computer
by LAN. I recently upgraded my computer from Win2000 to
WinXP, and now when I log in to Windows Messenger, it
seems to take about 5 minutes to do so. At one point, it
appears to freeze, and then about 5 minutes later signs
in. I never had these problems running MSN messenger
under Windows 2000. I tried uninstalling Windows Msger,
and installing MSN msger, still same problem.
Anyone got any ideas?
Common, I'm being forced to use Trillian here!!