You have to change your server ip in your server.dat to your ip.
open server.dat, get your server's ip, in xproxy.cfg:
server-address = (your servers ip)
proxy-address = (your local ip, 127.0.0.1 or lan ip 192.168.* <- whatever yours is)
then put your ip (local or lan) in your server.dat for your server. Open the proxy and connect