Citrix/broadband proxy problems

I am a newbie (not completely green but, when it comes to networking, I have only very limited knowledge). Not sure whether this is a software or a networking problem...but

My broadband provider in the uk is Virgin.net

I frequently have to use financial applications (Bloomberg.com or Morgan Stanley's internet site ms.com) from my home PC, connecting to these sites using my broadband provider. The applications try to connect to the Citrix servers at e.g. bloomberg. In the past I had no problems, but recently, I have been unable to make the connection and get this error message:

"Cannot connect to the Citrix MetaFrame server. Proxy settings failed. The configured proxy did not answer."

I also had other related connection problems to other hosting sites, which also complained about proxies (one site allows a limited amount of free video downloads per day and kept on telling me that I had already exceeded my quota, when in fact I had not downloaded anything. I checked the FAQ and it mentioned that this might be due to my service provider using an 'invisible proxy' - I have no clue what a proxy is, but I put two and two together and surmised that my broadband provider/his proxy settings might be the source of both problems)

I would be very much obliged to anyone who could explain to me how to go about resolving this problem, or at least in helping me identify what is/could be wrong?? Many thanks in advance - Adam