wsdl load issue

Hi,
Version: soapUI 4.5.2
I have a similar problem:
Error loading [http://www.webservicex.net/CurrencyConvertor.asmx?wsdl]: java.lang.Exception: Failed to load url; http://www.webservicex.net/CurrencyConvertor.asmx?wsdl, 0 -

In Preferences, I have added our business Proxy Settings, created a New Project and then tried to add WSDL.

soapUI log:
Wed Apr 24 15:18:38 NZST 2013:DEBUG:Getting wsdl component from [http://www.webservicex.net/CurrencyConvertor.asmx?wsdl]
Wed Apr 24 15:19:01 NZST 2013:ERROR:Failed to load url [http://www.webservicex.net/CurrencyConvertor.asmx?wsdl]
Wed Apr 24 15:19:01 NZST 2013:ERROR:An error occured [com.eviware.soapui.impl.support.definition.support.InvalidDefinitionException], see error log for details

error log:
Wed Apr 24 15:19:01 NZST 2013:ERROR:com.eviware.soapui.impl.support.definition.support.InvalidDefinitionException
com.eviware.soapui.impl.support.definition.support.InvalidDefinitionException
at com.eviware.soapui.impl.wsdl.support.wsdl.WsdlLoader.loadXmlObject(WsdlLoader.java:138)
at com.eviware.soapui.impl.wsdl.support.xsd.SchemaUtils.getDefinitionParts(SchemaUtils.java:535)
at com.eviware.soapui.impl.wsdl.support.xsd.SchemaUtils.getDefinitionParts(SchemaUtils.java:524)
at com.eviware.soapui.impl.support.definition.support.AbstractDefinitionCache.update(AbstractDefinitionCache.java:97)
at com.eviware.soapui.impl.support.definition.support.AbstractDefinitionContext$Loader.construct(AbstractDefinitionContext.java:226)
at com.eviware.soapui.support.swing.SwingWorkerDelegator.construct(SwingWorkerDelegator.java:46)
at com.eviware.soapui.support.swing.SwingWorker$2.run(SwingWorker.java:149)
at java.lang.Thread.run(Unknown Source)

By the way, I a beginner at soapUI and a lot of the terminology.

Regards.