I want to use proxies on the net, but for some reason I cant check out with some of my proxies.

some of my proxies.

This implies you where able to check out with a proxy, but just for kicks i'm gonna go ahead and recommend Tor.

Try that and see if that works, i'm sure the issue has something to do with validating your IP or some lame stuff like that so using proxies at all proabably won't work.

try Tor and report back.

Maybe you haven't got your proxy set up for SSL?