Archived - 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.
Check with your network administrator or Internet Service Provider (ISP) to find out if you use a proxy server to connect to the Internet.
If you're using Apple TV (2nd or 3rd generation) with software version 5.1 or later, learn how to configure a proxy using a profile.