My Apple TV connects to the wifi but not to the internet.

My Apple TV connects to the wifi but not to the internet. Currently using a D-Link Router and Shaw Cable in BC Canada.

Apple says "Connections through proxy servers are not supported". Would that be Shaw? How can I update the ATV

software without connecting to a TV and the internet? Can I connect it to my MacBook Pro? ATV worked very well in Arizona

using CenturyLink as an ISP provider and their modem/router. ATV software is 5.0.