One solution could be to put nocache in the meta tag.
Something like this(ripped from somewhere):
<HTML>
<HEAD>
<TITLE>---</TITLE>
<META HTTP-EQUIV="Pragma" CONTENT="no-cache">
<META HTTP-EQUIV="Expires" CONTENT="-1">
</HEAD>
<BODY>
Text in the Browser Window
</BODY>
<HEAD>
<META HTTP-EQUIV="Pragma" CONTENT="no-cache">
<META HTTP-EQUIV="Expires" CONTENT="-1">
</HEAD>
</HTML>
I found this on some site that said IE5 has some problems when using only <META HTTP-EQUIV="Pragma" CONTENT="no-cache">. The fix for it is to put META HTTP-EQUIV="Expires" CONTENT="-1"> after the first meta.
The same page also says to put metas in the beginning and the end, allthought I have allways put it only to the beginning...
And yes, It could be a proxy problem. Have you tried taking the proxy off?