Not sure if this will work, but try checking your browsers settings. If your able to post here your browser should be set to those settings...I think.
In Firefox(if you have it, if not I recommend it) go to tools>options>general tab>connection settings and look over your settings. If its manually set you can just copy and paste. If not then try http://www.whatsmyip.org/
and it will display the IP you are using through the proxy. If thats not working still, well...im on linux at the moment and dont use WinAmp.