It seems a old problem, but I could not find any answer after searching a lot.
Many of the plugins (e.g. akismet, stats), that need to connect to internet, gives error like "transport error - could not open socket: 110 Connection timed out".
I think this problem occurs because we are behind a proxy. Since I have full control over my host server, I request you to suggest any way out. How to tell wordpress to connect through the proxy ? Or the problem is elsewhere ? Please advise.