Amazon Kindle won't work through proxy server, bacause there is no way to set proxy settings.
(Or open TCP ports 80 and 443 to Amazon cloud, apply any other firewall rules to allow direct access from Kindle.)
http://www.amazon.co.uk/forum/kindle/Tx2CW80MTFVAGSA
http://www.systemed.co.uk/how_to/technical/kindles/
