Your DDI needs to access the Internet via a proxy server. When you set up Web Reputation in Administration > Detection setting > Web Reputation, after selecting Trend Micro Smart Protection Network, the Connect through a proxy server option is grayed out.
The option Connect through a proxy server is only used for local Smart Protection Server (SPS). When Trend Micro Smart Protection Network is chosen, Connect through a proxy server checkbox will be grayed out.
To connect to Trend Micro Smart Protection Network for Web Reputation Services (WRS) query, DDI will use the global proxy settings in Administration > global setting > proxy setting as described in Online Help .