Hi, i am having trouble with java applets and uploading/downloading files.

The first problem i cam across was when i wanted to upload a file to BT vault which uses a java applet to do so. When i did this i was getting to 50% and then failing. I was doing this in work at my workstation where i sit behind a firewall. I am part of IT so i should know what i am doing... hehe. But at least i have access to stuff to diagnose.
Second thing i tried was downloading windows 7 beta, and because this wants to use the download manager which again is a java applet, this again does not work. This fails straight away.
The funny thing is if i log onto the proxy server which is a domain controller both the download/uploads work, but if i log onto our other domain controller i get the errors again. so i am stuck, is this a proxy authentication issue? or is there something i am missing?

Thanks
James