Problems with apps when running on a Proxy network

Hi guys this is my first post and I'm here to sort out a couple of problems!

So I have a 15" MacBook Pro 2.2 GHz and here are my problems:
I can't receive or send e-mail using Mail when I am on my campus, there are also a lot of other tasks that become arduos when on campus too.
I am a music student and use itunes a lot and the proxy makes work inconvenient at times especially when I want to download something that is relevant to my learning.

My second problem that I have is that some of my apps fail to launch when I am connected to this network (even when the proxy isn't set up yet).

At the moment my solution to running the apps it to turn off AirPort and then connect to the network which is frustrating when in the middle of research.

Can someone please help me as I'm not terribly savvy with network issues.