Try this:
Problem: Proxy Server Configuration
Solution: The following process will assist in configuring a WinGate or similar proxy server to allow Tribes. The process described here is an example, and is not effective in all cases because proxy servers can be uniquely configured on an individual system or network. It is highly recommended the ISP be contacted for information and assistance regarding this matter.
1) Click Start, select Settings, then click Control Panel.
2) Double-click the Internet icon.
3) Click the Connections tab.
4) Under the Proxy Server heading, uncheck the Access the Internet Using a Proxy Server box.
5) Click Apply, then OK.
If this fails to disable the proxy server and resolve the problem, there is an alternate method to work around the proxy server.
1) Connect to the Internet and launch Tribes.
2) From the Main Menu, click Quickstart to see a list of available Tribes servers.
3) Locate a server you wish to join, and write down the exact IP address given.
4) Launch the WinGate Gatekeeper.
5) Under the General Tab, enter a Service Name of your choice, for example, CA Tribes.
6) Place a checkmark in the box marked Accept Connections On Port and enter a port address. The port address is derived from the last number of the IP address of the server written down earlier. This will be a number such as 280001, for example. However, do not use the exact number; add 10 to the number, so in this example, the port address will be 280011.
7) Place a checkmark in the box marked Enable Default Mapping To and enter the IP address of the chosen server. In the server address written down in step 3, this is the number between the colons; 207.15.209.234 is an example of such a number.
Click OK to close Gatekeeper.
9) Launch Tribes and press the "~" key to open the game console.
10) At the console, type:
connect("IP:wingate:portnumber")
and replace the word portnumber with the number added under Gatekeeper; in this example, 280011.
This process is often effective, but all proxy servers can be different, and this is provided only as an example.
http://http://www.geocities.com/tribesunlimited/faq.html#pscI know you said winproxy but consider these generic instructions. This is what has to be done to winproxy.