i've never heard of gift hulk and i would be very very wary of using anything that offers mobacoins. in my experience the only way to get free moba coins is by installing other moba apps and i wouldnt even consider using a 3rd party site/service like gift hulk unless the promotion was posted on mobas page.
that being said a proxy is when you bounce your signal around or have it filtered through something. it could be you have some firewall interfering with your connection or your antivirus is or any number of things. they probably want you to open your ports so they can invade your computer and use it as a email spam bot. if your dying to get some moba coins go sell some plasma or something, much safer than installing some shaddy proxy invading nonsense.
if your still dead set on using this thing then you'll probably have the best luck going to the gift hulk forms or emailing their tech support.