Internet works only for a few seconds under proxy network

I have been trying to use my Universities Internet which requires proxy settings . The problem is I get the error "ERR_PROXY_CONNECTION_FAILED" in chrome and a similar error in firefox whenever I try to open a non-intranet site . Now the weird thing is if i click on the wifi icon in the toolbar(which restarts the connection) the internet works for a few seconds until the connection to the wifi is established again and then stops working. Why does this happen and how it's even possible ?