Problem sending Mail

Hi there, I'm very new to PHP. I've just successfully installed PHP4, Apache and MySQL on Windows 2000. My first project is a "tell a friend" web page. Obviously this involves the mail command. I set up the php.ini file to use my ISP's SMTP server. To keep things very simple I hard coded everything to make sure the basics worked. My PHP code is: <?php mail("jd@jamesduncan.co.uk", "My Subject", "The message"); ?> This worked fine (email correctly sent, etc) when I hooked up my modem directly to the NT machine running PHP and connected directly to the Internet. However, my normal set up involves sharing the modem Internet connection to all my machines via a proxy. I use WinProxy 3 (www.winproxy.com) running on a Win95 machine and all machines are set to use the proxy, etc. When I run the above PHP script on the NT machine from behind the proxy PHP reports a timeout error after 30 seconds. The strange thing is that after the timeout occurs the email is still sent. It seems that the proxy server isn't cutting the connection with the SMTP server or something? I have tried altering the PHP.INI file SMTP setting to the IP address of my proxy server and my ISP's SMTP server IP address but the problem still occurs. The code itself is okay so it seems the problem lies with the Proxy server? Does anyone have any ideas? Thanks James