if you want to use the RSS viewer web part to access the external feeds like bbc,cnn, Quotes of the Day and etc through proxy server , you must do few config changes. Otherwise you will get few errors like.
Most common error: An unexpected error occured processing your request. Check the logs for details and correct the problem. If you check the log file it wont help you much.
ProtocolError occured trying to complete the request. The server returned a status code of : ProxyAuthenticationRequired and the status description is : "Proxy Authentication Required ( The ISA Server requires authorization to fulfill the request. Access to the Web Proxy filter is denied. )"
1) Change NTLM to Enable Kerberos
2) Webconfig changes
useDefaultCredentials="true" is very important!