I can't sign on to yahoo messenger it says i am not connected to the internet but i am on internet exploer.

it says i am not connected to the internet but my exploer is. i can get on yahoo mail but not messenger. I have called my internet server they cant figure it out. I even called yahoo they said to ask on here. Does anyone know anything about this. It sys something about proxies i have no clue what that is I AM LOST SOME ONE HELP PLEASE!!!