I was playing with the free Webroot Desktop Firewall v.5.5 over the weekend,and found that it seems to have same local web proxy problem as the old Sygate. Namely, if you run a local proxy that is allowed to access the network, then any application that uses it is never seen by the firewall and allowed to connect outbound. Even if you manually add the app to the application rules, and deny it network access, it still sails right through the proxy without a peep from the firewall. I ran it on two different XP machines, and it did the same on both. FYI.