It is a common problem that windows 8 Apps/Store don't work while Using a Proxy.
What we have to do is to just bypass your Proxy address and Port to the Apps.
Follow these Steps-
Step 1- Go to CMD(command prompt).Run it as Administrator(right click and choose Run as Administrator)
Step 2- Type following commands.
import proxy source=ie
this command bypasses the proxy address in your internet explorer to your Apps/Store.