Why, when one o my characters is leveling up, can I not distribute my proficiency point that I just got into any slot? I wanted to add it to my main characters Bow skill but the game wouldnt let me?

Not all classes can get all proficiencies. IN addition, most classes can only take a few stars for each slot. Any thief, mage, cleric or kit thereof gets only one star. Rangers, paladins and their kits get 2 stars. Only pure fighters or pure fighter kits get the full five starts.

No need to mention "kits" in the BG1 forum, andrewas, since they aren't part of the game until BG2. ;)

Fighter: 4 stars in any weapon (should be 5, but BG1 is quirky and won't let you)
Paladin / Ranger / Multiclassed Fighter: 2 stars in any allowed weapon
All others: 1 star in any allowed weapon