This is a tough one to answer because there isn't much to go on. It depends on where the web server you're trying to get to as well as your client and proxy server's setup. If the web server is local to your organization/home, you need to ensure that you've included it's IP Address in the proxy server's configuration or set your local browser up to get to it via the IP Address and not through the proxy server (ie: direct connection).

If the web server you're trying to get at is outside your organization/home, then you either have a proxy server or client side problem. Things to check for on the proxy server are: Access Control Lists blocking access to that site, blacklists, or misconfigurations or omissions due to port number (8080, 8081, 443, etc). Check to make sure that you don't have any ACLs and that the site is not black listed in your configuration on the server. Also make sure that the site you're connecting to is not using a strange port assignment (indicated with a :PORT after the web address). If that's the case, simply add it to the safe port list (on SQUID)...

The browser could be configured to not use the proxy for that address. Depending on your browser, it's in a different location. I'm not going to get into the nuances of each browser, as this response is already too long. Search for it online to find how to set it.

Hope this helps,

WG