The DRS Internet Proxy is included in the central server installation file, I would however recommend putting the Proxy in your DMZ.
Just Download the Central Server installer from your Customer portal.
Hope this helps.
Ok, I have that installed now and have the proxy up and online.
I have the computer registered and it shows in the console as online.
When I try to connect to the computer showing online through the proxy I get an error that 'No such host is known'.
I checked the firewall in the test machine and it was good. I've even turned it off and it still doesn't work.
Am I missing something?
the "No such host is known" sounds to me like you're having an issue with name resolving. Have you tried connecting to the machine using its FQDN or ip?
If so, can you actually ping the machine from your CLI?