Ah right, sorry. Port 443 is used by HTTPS - in other words, secure web transactions - the kind that you would use for online banking. HTTPS is an encrypted protocol, designed to reduce the risk of someone viewing the contents of the web transaction. Plain HTTP, which is unencrypted, uses port 80. In my view, there is generally no harm in using a proxy for plain HTTP transactions, since they should not contain sensitive data. Using a proxy for port 443 transactions however reduces the security of HTTPS and makes a so-called "man in the middle" attack relatively trivial.