プロキシーを刺そうと設定しましたが

ERROR
The requested URL could not be retrieved
While trying to retrieve the URL: http://www.yahoo.co.jp/
The following error was encountered:
Access Denied.
Access control configuration prevents
your request from being allowed at this time.
Please contact your service provider if you feel this is incorrect.
Your cache administrator is webmaster.

とでました。
どういう意味なんでしょう？