Connecting from behind a proxy

Using Indy TCPClient app to connect to TIdTCP server fails with "timeout
error". Here is the setup:
- Server has static IP address (my home comp)
- Client (my work comp) is in local network and there is a
proxy server (Linux box). Client's IP is local 192.168.1.*, proxy has
static IP to outside world 209.*.*.*;

I know there is a firewall on the proxy, but I am not sure if that's what's
causing my connection request not going through.

Thanks,
Nidza