Been having the same problem for months - the problem is definitely a transparent proxy. I am with Cybersmart, and they changed over to a new system and subsequently screwed their customers.
I am unable to log on to WoW Forums as they dont work with transparent proxies. Other phpBB based forums need me to login constantly as well. I had resolved the problem by getting a private proxy from Cybersmart, which was nice of them, but then I had to get my username changed because of them screwing around with their accounts. So that basically put me back at square 1 and I havent been able to get them to set up the private proxy for my username again.
Also, I am not keen on going through public proxies with important account details, I have heard that the person providing the proxy can cache the information going through it.