IPhone :: Why Applications Do Not Work Under Wifi With Proxy

In my village there is a wifi installed that runs under a proxy with autentication: every user has his router at home and connects to the "general" wifi through a proxy with an username and password. I configure the wifi as follows: Wi-Fi --> Select the wifi --> I select Manual Proxy HTTP --> I type the server and port, enable authentication and type the username and password. Now, when I open Safari, I can navigate without problem. However, Safari is the only application that works: I cannot read my mail through the generic Mail application, nor enter in Facebook application, Twitter, Skype and so on. However, I can enter, for example, into Facebook through Safari.

I guess that not all the applications of the device run using the proxy enabled in the Wi-Fi options but the should, shouldn't them?

Maria