Proxy issue

I have an issue that is causing me trouble.

The configuration is like this

http://www.ServerA.com/blog

has an apache ReWrite to proxy it to

http://www.ServerB.com/blog/

Most things seem to work however,

When you click save changes to load a new header image the “Save Changes” button looses the /blog component of the URL and goes straight to the wp-admin/

http://www.ServerA.com/wp-admin/themes.php?page=custom-header&step=1

and does not work.

What is happening here?