How to Create client proxies?

Hello,

I am working on a scenario, where i need to create an RFC and export to XI Server. I have done this much. Right now i need to consume the above mentioned with an ABAP code from an R3. I tried to create the Client proxy, where i am getting stucked at the part of specifying the URL. Any ideas on this sub?

Proper ans. will be rewarded..

Thanks

Vinod V