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Problem while running application on sun one 8 application server.

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Dear All,
We have a strange problem in JAS8 application. When ever we access the site from any browser for which the proxy is configured, and when we click on any of the tab ( Link or Web Page) after login, the application is redirecting back to Login page. We seem to be losing the session information at the application and so it continually redirects back to the login page, thinking that a user is not logged in with the current session.
But when we access the same site with the same login id from browser for which proxy is not configured it is working fine.
Does anyone has a solution to this problem.
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The best answer: This means your application client component is trying to access an entry within its component environment "java:comp/env/ejb/SimpleDemo" but there is no entry by that name. You'll need to make sure you define an ejb-ref within the application-client.xml and map the remote ejb dependency to the global JNDI name of the target Remote EJB within sun-application-client.xml.