I tried posting this a while ago, but lost my connection. I'm now at work so I am doing this from memory-so "you gets whats you pay for."
I don't know anything about your particular proxie server software, but I don't think the answer should change much as far as your linux client machine is concerned.
You need to open linuxconf and find Networking-->Client tasks. Go to Basic host information. After deciding whether you need to change the Host Name entry (read the man pages) you need to click on Adapter 1 to make sure your network card is properly installed and to decide if you are going to manually assign an IP address or use Dhcp. Check your proxie server. If possible I think Dhcp is better, but with a two machine network it doesn't make much difference. Once you have made that decision and assuming you decide to go Dhcp, you need to tell your computer where to look to get an address. To do that you go to Name Server Specifications and tell the computer whether DNS is required (I checked yes and it works for me) and to give the IP address of the name server--in your case the windows machine which is probably 192.168.0.1 (look--it could be something else).
ANSWER TO YOUR QUESTION: You then need to tell your computer where to go to ask for the internet so you go to-->Routing and gateways and insert the address of your proxie server (again the address assigned to your windows machine). If you have inserted the correct addresses and your proxie software is properly installed you should be able to connect to the internet.
There are a lot of other choices and boxes, but I can't remember whatelse needs to be connected.
Again I'm doing this from memory so don't yell at me if I don't have it right. You should tell me though. I need to learn too.
I just re-read your post and realized that your problem might be with your proxie software. If you can't get your proxie software to work, you might try using Internet Connection Sharing which is a little utility provided as part of Windows 98 2nd edition. I'm running 4 machines using a windows box as a proxie server without problems.
I note that the following provides some good information on VSocks light.
http://cpcug.org/user/clemenzi/techn...P_IP_Proxy.htm
CH