Nokia E51 WLAN WiFi Connection settings
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Following are steps to configure WLAN Connection settings
Select 

Main Menu ->  Tools -> Setting -> Connection -> Access Points -> Connection

Connection Name= anything you like (Hostel-003 in my case)
Data Bearer= Wireless LAN
WLAN network Name = you network name (Hostel-003  in my case)
Network status = Public
WLAN network mode = Infrastructure
WLAN security mode = open network
Homepage = none

Now, Select Option -> Advanse Settings

Proxy server address = server ip
Proxy port number = server port
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Completed