What r the things that I must go through when internet is not running in the proxy server

What proxy server are you using?

There is no proxy server I have installed proxy software in a system running with win xp

Is it Windows XP Internet Connection Sharing or what Proxy Software is it? If you only supply a vague question then the answers will be just as vague.

You must ensure connectivity from the other computers to the proxy.
Routing from the proxy to the Internet must be working.