web application behind corporate proxy/firewall

I have a network problem, but this is absolutely not my chosen field :

• I installed a web application on a server protected by a firewall and proxy.
• My application has to access to some URLs which are open to the outside. When I test access to URLs on the server with a wget command I can download the index.html file for each URL.
• Firefox is configured with the proxy just as my application.
• The http_proxy environment variable is set to the server.
• But when my application tries to view one of these pages, I have a "page not found" error.

Any ideas ? Where should I start my investigations ?