On a system running Small Office Security 3 from Kaspersky Lab International Ltd., I was notified that the antivirus database was not up-to-date. When I had the software attempt to update the virus definitions, I saw the message "Update Center: Task failed. Proxy server is not found."
When I viewed the details, the "Detailed report" showed " Update Center: failure (65)"
I then realized I had recently configured Internet Explorer on the system to use a SOCKS proxy server - see Configuring IE 10 to use an SSH SOCKS Proxy Server - so Kaspersky Small Office Security 3 must automatically use the system proxy settings, since I had not altered the configuration of the Kaspersky software, but be unable to communicate with sites if the system proxy setting is configured to use a SOCKS proxy rather than an HTTP proxy. I encountered the same issue with Firefox when it was configured to use the system proxy settings.
I configured Internet Explorer not to use a proxy server and then clicked on the update button within Kaspersky Small Office Security 3. It was then able to update its databases.