For your OS X CLI client, you might want to check out
this thread for a very cool modification of the Terminal's preferences.
Concerning the Proxy Server error, most likely something is configured incorrectly in your OS 9 SETI prefs. Open SETI's preferences (under the SETI menu, or under the Edit menu when SETI is running) and click on the
Proxy Server... button. Since I have no idea how you connect to the internet, you will have to figure out the correct settings on your own. If you don't use a proxy server, then uncheck both boxes in the
Proxy Server Setup window and that should do the trick.