What version of Protect are you using?
Have you ensure that that you have your proxy credentials entered into Protect via Tools > Options > Proxy?
If you go into Internet Explorer > Tools > Internet Options > Connections > LAN settings how is the proxy set up? (A screenshot would be easiest if possible)
Would you be able to run the following test to help determine what is causing the issue?
1) In Protect go to Tools > Options > Logging. Ensure that both options are set to 'All'. Save.
2) Close Protect.
3) Open services.msc and stop the Shavlik Protect Console service.
4) Delete all the logs from
a. Windows 7, 8, 2008, 2012 & Vista: C:\ProgramData\LANDesk\Shavlik Protect\Logs
b. Earlier OS’s: C:\Documents and Settings\All Users\Application Data\LANDesk\Shavlik Protect\Logs
5) Start the Shavlik Protect Console service.
6) Open Protect
7) Run Help > Refresh Files
8) After it's done or fails, gather the logs that now exist in the folder from step 4. Zip and send the logs either to me on this discussion or to support by creating a case at https://support.shavlik.com/.
Thank you for your reply.
Actually works fine.