Error proxy call not permitted on sender side and receiver side

</SAP:ReliableMessaging>
- <SAP:Error xmlns:SAP="http://sap.com/xi/XI/Message/30" xmlns:SOAP="http://schemas.xmlsoap.org/soap/envelope/" SOAP:mustUnderstand="">
  <SAP:Category>XIServer</SAP:Category>
  <SAP:Code area="INTERNAL">PROXY_NOT_ALLOWED_ON_IS</SAP:Code>
  <SAP:P1 />
  <SAP:P2 />
  <SAP:P3 />
  <SAP:P4 />
  <SAP:AdditionalText />
  <SAP:ApplicationFaultMessage namespace="" />
  <SAP:Stack>Proxy calls are not permitted on sender or receiver side on the IS (client)</SAP:Stack>
  <SAP:Retry>M</SAP:Retry>
  </SAP:Error>
- <SAP:HopList xmlns:SAP="http://sap.com/xi/XI/Message/30" xmlns:SOAP="http://schemas.xmlsoap.org/soap/envelope/" SOAP:mustUnderstand="1">
- <SAP:Hop timeStamp="2010-05-31T05:11:40Z" wasRead="false">
  <SAP:Engine type="AE">af.mid.sdxid008</SAP:Engine>
  <SAP:Adapter namespace="http://sap.com/xi/XI/System">XIRA</SAP:Adapter>
  <SAP:MessageId>682F03D4-27A2-4295-0DC2-F296CFE1CA49</SAP:MessageId>
  <SAP:Info />
  </SAP:Hop>
iN THE RESPONSE SIDE
<SAP:P1 />
  <SAP:P2 />
  <SAP:P3 />
  <SAP:P4 />
  <SAP:AdditionalText />
  <SAP:ApplicationFaultMessage namespace="" />
  <SAP:Stack>Proxy calls are not permitted on sender or receiver side on the IS (client)</SAP:Stack>
  <SAP:Retry>M</SAP:Retry>
  </SAP:Error>
+ <SAP:HopList xmlns:SAP="http://sap.com/xi/XI/Message/30" xmlns:SOAP="http://schemas.xmlsoap.org/soap/envelope/" SOAP:mustUnderstand="1">
- <SAP:Hop timeStamp="2010-05-31T05:11:40Z" wasRead="false">
  <SAP:Engine type="AE">af.mid.sdxid008</SAP:Engine>
  <SAP:Adapter namespace="http://sap.com/xi/XI/System">XIRA</SAP:Adapter>
  <SAP:MessageId>682F03D4-27A2-4295-0DC2-F296CFE1CA49</SAP:MessageId>
  <SAP:Info />
  </SAP:Hop>
- <SAP:Hop timeStamp="2010-05-31T05:11:42Z" wasRead="false">
  <SAP:Engine type="BS">INTEGRATION_SERVER_MID</SAP:Engine>
  <SAP:Adapter namespace="http://sap.com/xi/XI/System">XI</SAP:Adapter>
  <SAP:MessageId>682F03D4-27A2-4295-0DC2-F296CFE1CA49</SAP:MessageId>
  <SAP:Info>3.0</SAP:Info>
  </SAP:Hop>
  </SAP:HopList>
- <SAP:RunTime xmlns:SAP="http://sap.com/xi/XI/Message/30" xmlns:SOAP="http://schemas.xmlsoap.org/soap/envelope/">

you are sending messages to an integration server.
what is you scenario?
Not that you cannot make a proxy call to PI
you can only make calls to systems or client that are configured as application system in SXM|B_ADM -> Integration engine configuration
More: /people/vijaya.kumari2/blog/2006/01/26/how-do-you-activate-abap-proxies

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