Contact your firewall administrator to find out what server (or host) the proxy is on and what port number the proxy is listening on. Then you can configure the RealAudio Player 2.0 to work with the proxy by editing the proxy preferences:
To configure this, do the following:
Continue to Generic Packet-Filtering Firewalls
Receiving UDP Through a Single Port
The UDP option in RealAudio may offer better sound quality than TCP on
slower connections, so TCP-only may not be desirable. The RealAudio
Player 2.0 also offers the ability to limit Players inside some firewalls to
receive UDP on only one port, which makes router configuration
easier than allowing the RealAudio 1.0 protocol UDP port range.