Here is a followup post on my newly acquired Android device. At the office, I tried to connect it to our WIFI connection. It got connected with no problem but when I started browsing, the page won't appear. Immediately I already know the problem, I have to set the browse to use a proxy server. Unfortunately for me, Android browser does not have such settings (at least for Android 1.6). So after searching for answer, I found an alternative one. Instead of using a DHCP dynamic IP, I have to use a Static IP that is outside the firewall so the browse won't need a proxy to be able to browse. Here is the demonstration video.
1. On the Settings, Click Wireless Controls.
2. Then go to WIFI Settings. Click menu and press Advanced.
3. Browse until you see the IP Settings.
4. Check or enable "Use Static IP".
5. Enter the IP Address, Gateway, Netmask and DNS settings.
Of course this alternative solution does not solve the proxy settings issue I have. Rest assured I will share it here as soon as I have the answer :)