Apple TV (1st generation): Connections through proxy servers aren't supported
Apple TV (1st generation) needs a direct connection to the Internet to play content from the iTunes Store or to get software updates. If you can't connect to the Internet without a proxy, you can't play this content or update the software on your Apple TV.
This article has been archived and is no longer updated by Apple.
Check with your network administrator or Internet Service Provider (ISP) to find out if you use a proxy server to connect to the Internet.