You can either disable the proxy server or modify the function VBA code to work with it. The easiest way is to disable the proxy from Windows Control Panel: Internet Options: Connections: LAN Settings: uncheck "Use a proxy server".
If you can't disable the proxy, you need to change the VBA code of the functions.
- Before the line objhttp.Open "GET", URL, False you need to add objhttp.setProxy(proxySetting, varProxyServer, varBypassList)
- After the line objhttp.Open "GET", URL, False you need to add objhttp.setProxyCredentials(username, password)
For instructions on how to set the parameters to those lines, see http://msdn.microsoft.com/en-us/library/ms760236(VS.85).aspx and http://msdn.microsoft.com/en-us/library/ms763680(VS.85).aspx