I am not able to reply my script with out proxy settings

I have recorded a script in Load runner 9.5 and i am able to run the script with proxy...but some reason i am not able to run the same script with out proxy(With no Proxy)

I am getting the following error: Error -27492: "HttpSendRequest" failed, Windows error code=12029 (cannot connect) and retry limit (0) exceeded for URL="http://xxx.xxxxxx.com/xx/index.jsp" [MsgId: MERR-27492]

Some one pls help on this