Do you run into the same problem if you connect to arcgis.com from a web browser?
Recently the Dashboard team has released an updated version of the application (build 10.2.0.411) which addresses an proxy related issue. If yours is an older version (You can check the application's build number from your machine's Control Panel, as shown below), it will be good if you can get the latest build from ArcGIS Online and re-try.