I was curious about how many people make use of the Web Shield option available with many anti-virus programs. Some firewalls have the module as well. I tend not to use them if it means running through a proxy. NOD32 2.7 does it without proxy, but not with the new version. Avast free also has a Web Shield module but with proxy. My experience is that they work fairly well, but I don't like proxies on my system.