It may be the same problem I have.
Connect to the network.
in
/home/zaurus/Applications/Network/modules
it should have
Proxies.conf
which will have a type= setting, typically this is set to 1. For some reason, Opera needs type=2. I maintain a shadow file and copy it over Proxies.conf. Otherwise you can just edit it - It is usually the last entry in the file.
I think you need to edit this file BEFORE launching Opera. I don't know when it is overwritten.