ok one more final thought that should solve any issues one might be having with wifi connecting to a proxy server that i overlooked. if you install this awsome software called battery status you can go into options and under tools you can select "disable proxy for Wifi" and this should keep your device from going throught your gprs settings for connecting to the internet.
http://www.pocketpcaddict.com/forums/file469.html
enjoy this all around great program