iCam uses the UDP protocol for peer to peer communication, so it can't use web proxies.
The Broker Connection Error can be caused be a poor wireless signal. Your screenshot shows a pretty low signal level. If you get this error every single time, even when you have strong signal, that indicates that the network you're on blocks UDP traffic. That's a pretty rare setting, but we have had reports of UDP traffic being blocked on a few corporate, government, or university networks, which have a tendency to be more restrictive.