Proxy server connectivity

Hello,

I am using uTorrent 3.2.3 on my windows 7 64 bit machine. I am using internet through proxy server. My proxy server IP is XXX.XXX.XXX.XXX and machine IP is YYY.YYY.YYY.YYY.

But I am not able to use uTorrent, its connection icon sometime remain yellow after that it becomes red saying A Firewall/router is limiting your network traffic. But if I connects to internet by using my mobile, then all works fine. With the proxy, I am able to use internet and all other downloading etc., but uTorrent 3.2.3. is not working with proxy settings.

In the connection setting page, I am ging proxy server's IP address and correct port which is running in internet explorer, but still connection problem persists.

Please help me.