Conficker (aka Downadup, Kido) is known to block access to over 100 anti-virus and security websites.
The test uses this fact to determine, if you are possibly infected by Conficker. The output is controlled by the ability of your browser to load some additional files from specific locations. If nothing is blocked, then the output will be: "No signs for an infection". If the download of one or more files fails, the test will give a warning that your "System is possibly infected with Conficker".
If you are using a proxy, Conficker's mechanism of blocking access to Internet sites fails and this test cannot detect a possible infection. It will always display "No signs for an infection" then. The original Conficker A does not block internet sites and thus cannot be detected using this method either. But it is by far not as wide spread as Conficker.B.