I have downloaded the latest Ethereum wallet and trying to run it. But the wallet is stuck with "Node Connection Error" message. I am working behind a proxy server. Is there anything I need to do about the proxy to get Ethereum wallet start?
"Node Connection Error" means your main machine is unable to reach the network via the proxy.
The main culprit will likely be that the relevant ports aren't being forwarded through the proxy.
Both UDP and TCP ports 30303 should be open for traffic.
If you cannot run a full Ethereum node, I suggest you use a web service with a client side wallet instead. This is a good option e.g. when you are just a normal user and not doing software development.