If this is a proxy, your provider may be blocking it -- in which case you can't do anything about it (other than try to find one at an alternate port, or a different proxy server).
Is this program running your machine and connecting to your machine? I mean, is it something that is a server that is installed on your local machine and then you are trying to launch a client to it? It could be that there is already some program running on your computer using port 80 (Apache? IIS?), and the program you are running cannot launch its server on the same port.
In order to understand recursion, one must first understand recursion.
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Signal > Noise