The 'no response from server' could indicate that your ISP may not have a proper reverse DNS (IP -> Name) configured for the IP address -- a pretty common issue that most people won't really run into problems over, so easy corner to cut.
If your modem interface gives the same IP ass the whatismyip.com site, then most likely you're not behind a proxy.
If your modem interface gives the same IP ass the whatismyip.com site, then most likely you're not behind a proxy.