iChat can be configured to use some proxy servers, but it must be configured separately from the proxy settings in System Preferences.
Symptom
When going online in iChat an alert appears with this message:
Solution
iChat can use SOCKS 4, SOCKS 5 and HTTPS proxies.
To configure iChat to use such a proxy server:
2. Click Accounts.
3. Click on the Server Settings button.
Note: iChat does not work with proxy servers that require authentication (user name and password.)