XML parsing failed at the line 1 column 9 DTD is prohibited

Hello,

I configured SSAS access via HTTPS and a server proxy but when I try to connect to the proxy server with a VS2010 client, I obtain following error 'XML parsing failed at the line 1 column 9 DTD is prohibited'.

I configured another proxy + SSAS server and from the same client I can connect to OLAP cube.

Servers SO are  Windows Server Enterprise 6.0 64-bit.

SSAS is SQL2008R2

Proxy uses IIS 7.0

Security is set to 'Basic Authentication'.

I checked certificates configuration and are ok.

Also SSAS port is open in firewall and reachble from the proxy.

Thank you for help me.