You can read this, because I now successfully put my blog engine onto the live site. It took me a while to figure out that VS.NET 2002 does not automatically send the credentials needed to get past a company firewall. You have to use this code below to make it do that:
Dim svc As New localhost.Weblog()
Dim myProxy As New System.Net.WebProxy("http://myproxy:8080", True)
svc.Proxy = myProxy
svc.Proxy.Credentials = System.Net.CredentialCache.DefaultCredentials