When you configure a webpart for RSS feeds in a SharePoint 2010 site, you receive the following error:
ProtocolError occured trying to complete the request. The server returned a status code of : ProxyAuthenticationRequired and the status description is : "Proxy Authentication Required ( Forefront TMG requires authorization to fulfill the request. Access to the Web Proxy filter is denied. )"
There are two things you can do, but maybe just one will work. In my case, solution 2 was in the end the only solution after testing and investigating half a day.