The handshake failed due to an unexpected packet

Question

Hi,
I have a thick client deployed on a bunch of remote sites, and they all use a central web service.  One site has a proxy and works fine (the software has a proxy config area).  Another site has a proxy as well, however when they try and login after entering their proxy details, they receive this error;
"The handshake failed due to an unexpected packet format."
Googling is very unhelpful with this.  Does anyone have any idea?  The web service still works for the other remote clients so i think it might be coming from the proxy.  I cannot replicate this error and cannot visit or get a remote login to this particular external site, so its very hard to troubleshoot!!
Thanks for any help you could give.