proxy server

I have Vault set up on a port other than 80.  Everything is working 
correctly except when I'm on site at a vendor where they use a proxy 
server. 

In order to get Vault to function correctly, I need to start up Vault, 
then fire up IE (with proxy enabled) and hit  
http://myurl:port/VaultService/VaultService.asmx -- which loads fine.  
Then I am able to login to Vault.  Without doing this, Vault refuses the 
connection.

Additionally, after a minute, any additional request to Vault gives me 
the error message  that Vault couldn't perform the action.  My 
connection to the server may have timed out.  I go to browser, refresh 
the page, then retry the operation and everything works fine.

Despite it working, it is very annoying to have to refresh a web page 
before performing a Vault operation.  And note, that the time out can be 
less than a minute.

Any ideas/suggestions would be greatly appreciated.

Thanks

Brett