Hi!
I know some of you have problems with Proxy. The address 127.0.1.1 doesn't work? Then try follow my guide that worked for me! You shall use your LAN address (not the routers).
Follow this steps:
1. Press start and then "Run"
2. Type "cmd"
3. In the cmd window, type "ipconfig /all"
4. You will see a list with information about connections and so on. You will see "IP-Address".
5. Copy the IP and past it into Server.dat.
For example, my lan ip is 192.168.1.2. I do then copy it and past it into Server.dat under the server I play on.
I hope this helpd you