Last I checked ZA isn't a Proxy program. It's a small firewall meant for home use to protect against port scans and hackers(and in the case of code red virus's). So its not really fair to say ZA sucks just because it doesn't perform the proxy functions you like when it was never meant to or advertised to do so.
I never said ZA sucks ... I said that for my purposes it sucks. But I'll play along ... it does indeed ... suck. I've even heard it said that ZA is a trojan scanner playing at being a firewall and I believe this to be true. A good firewall will let you specify what applications you want connecting to what IP addresses on what ports. ZA hasn't come this far yet. This has nothing to do with ZA not being a "proxy program". I never once mentioned proxy programs. I use proxies (the ip addies for proxy servers ... not "proxy programs") with most of the applications that I use to connect to the internet and I like the fact that I can tell @Guard to allow IE to connect only to the proxy server's IP addie on port 80 and no others. Why should it need to connect to any other address? Why should I just give a firewall blanket permission to allow a browser or any other application to access the internet without specifying what it's allowed to connect to on the other end and what port it connects on? That's not tight security in my mind. @Guard will allow me to do this and throws in cookie, ad, , referer, java and active-X blocking either on the fly or automatically.
Poop ... as far as not needing to run a firewall on a well-maintained system ... well that's just silly.