What your screenshot shows is not the proximity browser. It's the old Wingraph32 stuff that came already with the 5.x versions of IDA. See the attached picture for how the real thing looks:
(direct link to full size image)
You can find it under View -> Open subviews -> Proximity browser
Keep in mind that if you still use 6.2, there'll likely be a Qt version (idaq.exe) and the old Windows GUI version (idag.exe). You'll want the former for the proximity browser to work.