If it takes time, it's normal : you should wait
until you the answer page is displayed and not
stop the loading before.
Also, images must end in ".jpg" or ".gif". If
the name end in something else (ie: .jpeg) it
will be discarded.

Finaly, not all proxy are able to "put" data
to a webserver. If you use a proxy that can't
handle it, you will have to disable the proxy
first..

Cheers,
Yann Stettler