In this paper, we first study the interaction between MPI applications and TCP on grids. Then, we propose MPI5000, a transparent applicative layer between MPI and TCP, using proxies to improve the execution of MPI applications on a grid. Proxies aim at splitting TCP connections in order to detect losses faster and avoid to return in a slow-start phase after an idle time. Finally, we evaluate our layer executing the NAS Parallel Benchmarks on Grid5000, the French research grid, using MPICH2. The results show that our architecture reduces the number of idle timeout and of long-distance retransmissions for BT, SP and LU benchmarks. Using MPI5000, these applications can decrease their execution time by 35%, 28%, and, 15% respectively. A comparison with MPICH-G2 performances shows that our layer can even outperform a grid enabled MPI implementation.