Nah, its on my work laptop. Never used a proxy so not real sure how they work. Did some research and it sounded like it could make my laptop more vulnerable to attack, and since I work in a tax office with lots of peoples personal info floating around that might not be such a great idea. Do you know of one that is confirmed as "safe"?
Then again, I got my new Win7 machine the other day and nothing was blocked on here (at least that I tried to go to). Not sure why though. It was a wireless vs wired connection though (wireless being not blocked while wired was). Could be part of it.