Our internet access at school, aside from being extraordinarily slow, is also run through a proxy server.
Trying to use Itunes at school can be enough to tear ones hair out.
Discovered last week that Itunes pulls the internet access information through Internet Explorer. I use Firefox exclusively, and actually had to do a search for IE on my system. However, once I changed the proxy server in IE, it now works perfectly at school.
Now I just have to find it again to turn it off at home…