Patching Setup: Error:- Proxy Test resulted in Exception. NTLM

I'm trying to set up the connection to My Support.  After I entered my username and password and hit the "test" button, I'm receiving the error message "Error:- Proxy Test resulted in Exception. NTLM".

I'm running EMGC 10.2.0.5 on a Red Hat Enterprise Linux Server release 4.8 (Nahant) 2.6.18 164.9.1.el5 (64-bit) 

I'm using the "Direction contnnection to the Internet" setting.

How do I correct this error?

Thanks - JR