first : it would be better to provide the main part of the error message and the stack trace.
yes, the proxy seems a good thing to investigate.
with the error message and stacktrace info, you can search in the forum : probably you'll find things.
for what I remember, if some XML definition file (.xsd files) cannot be accessed (on the net), there are some problems.
there are way to work around this.
the work around are in those forum post (search for it with the words of your stacktrace error).
for what I remember, Wsrp is tipycally a module that needs this.
I don't know which post talked about that and how to work it around, but there is some.
to configure the proxy, you can do it in the JVM option, in the run.conf (or run.bat on windows) of your JBoss server launch (see in the bin folder).
JBoss Portal and GateIn (JSR-286), JSF, Richfaces, J2EE, Drools, BRMS.