If your phone connects to the internet via a proxy then you will not be able to connect from the internet to your phone unless the proxy supports forwarding.
If the proxy is within your control, such as your own wireless router, then you should be able to configure forwarding on the router.
If you connect to your telephony provider via a proxy then you will not be able to configure forwarding and DynDNS will be of little use.
As far as I know, T-Mobile Netherlands does not use a proxy and so these applications work okay. It appears as if T-Mobile UK and US do use a proxy and so they do not work.
DynDNS has a setting "Local Area Network" which sets your dynamic address to be the IP address detected by your phone. If this is selected then your dyndns address will refer to your local IP address, which will not be the same as your general public IP address if you're behind a proxy. If your proxy is your own router that's not very useful, but if your proxy is T-Mobile's proxy then other users of T-Mobile will be able to connect to you.
If this setting is not selected then your dyndns will be your publicly accessible internet IP address.
Perhaps the name of the setting is not very understandable - "Don't send IP address" might make more sense.

DynDNS attempts to only send updates when the IP address changes, as per the specification, however it can occur that it sends an update when the IP address has not changed. This can occur if you manually click the "Start" button, or if you're using a proxy and the IP address on one side of the proxy changes but not the other.
Some dyndns providers, most notably DynDNS.com, will report this as abuse and will block your host. DynDNS.com has a higher "abuse" tolerance for subscribed (paid) accounts. Alternatively you could use a different provider which allows multiple updates of the same IP address, such as no-ip.com.

A lot of people have asked for a setting to not send updates when connecting to Wi-Fi. This is supposed to prevent the DynDNS provider from banning you for abuse. I have added this setting. I'm not convinced it's going to work very well, because when you connect back to the phone network you'll probably get a new IP address and so it'll send an update. Some providers will ban you for sending too many updates, even if the IP address is changing. If you're walking around the house and the Wi-Fi is periodically connecting and disconnecting then you'll still send a lot of updates and get banned.
But anyway, now you've got that setting. I hope it works.

Some common settings for "Update domain" (the domain that IP address updates are sent to) are:
members.dyndns.org
dynupdate.no-ip.com
dynamic.zoneedit.com/auth/dynamic.html
https://svc.joker.com/nic/update?username=<username>&password=<pass>

The default path is /nic/update - you do not need to enter this, but if you need a different path then you can enter it.

Version 1.1.9 - XX XXX 2010
Increase Android dependency from 1.1 to 1.5.

Version 1.1.8 - 28 April 2010
Prevent it from running continuously.

Version 1.1.7 - 23 March 2010
Do hints for domain and hostname preferences.
Make compatible with Android 1.1 (previous versions unnecessarily required 1.5).

Version 1.1.6 - 25 February 2010
Wait for network to settle down before sending updates. This is necessary for the Motorola Droid which reports connection changes in the wrong order.

Version 1.1.5 - 02 February 2010
Add a setting to not send updates when connecting to Wi-Fi.

Version 1.1.4 - 01 February 2010
Don't write password in log file.

Version 1.1.3 - 22 October 2009
Allow "Update domain" to contain more of the path, including starting with https and ending with parameters. This allows it to work with many more DynDNS providers, including Joker.

Version 1.1.2 - 05 May 2009
Make "Local Area Network" setting also work with ZoneEdit.
Change "Domain" setting name to "Update domain" and make the path optional.

Version 1.1.1 - 25 March 2009
Add "Local Area Network" setting.

Version 1.1.0 - 10 March 2009
Detect proxy and tell user about it.
Make it also work with ZoneEdit.
Remove boot option. After boot it will continue in the same state it was in before boot.
Prevent About and Settings panels appearing in API demos.
Some structural, non-functional changes.

Version 1.0.0 - 04 March 2009
Initial version.

Please send all comments and suggestions to android@l6n.org.