Force as gradient of scalar potential energy

Your Question all but includes the right search term for an Answer from Wikipedia, "Conservative Forces", which gets you to http://en.wikipedia.org/wiki/Conservative_Forces. There's even what you ask for, a proof. There's also another link to http://en.wikipedia.org/wiki/Conservative_vector_field, which gives some quite good visualizations that will probably help. Loosely, there mustn't be any vortices in the force field for there to be a scalar potential energy that generates the force vector field as $\nabla\!\cdot\!\phi(x)$.