No, it doesn't..

It might be caused by my company's proxy server, but how can I find out?
This the error I get which suggests its my company's proxy server:
Technical Information (for support personnel)
* Error Code 11001: Host not found
* Background: This error indicates that the gateway could not find the IP address of the
website hosting you are trying to access. This is usually due to a DNS-related error.
* Date: 20/06/2007 10:28:57
* Server: proxy.mycompanydomain.local
* Source: DNS error
Why does it do this?