Kreshiv:I made the change in: C:\Windows\System32\Drivers\etc\hosts. Is that enough
It depends on your settings in the browser. If you use a proxy, the proxy will try to lookup the domain name to a IP address (which it will do by querying the DNS server, not by checking the hosts file on a client machine). If the domain name cannot be resolved, it may return the error message you see.
So my guess is that the setting is not correct in the DNS server, and/or that the proxy you use cannot properly resolve the domain name.