Do the proxy settings per wlan (long type on your prefered wlan->edit, proxy -> manual, type in your settings) have any effect? I setup my privoxy but cannot reach http://p.p or http://config.privoxy.org with the browser.

And there is a little problem with entering the proxy settings: When entering an url sometimes the whole host name is deleted when entering a ".". I tried to copy/paste the http-url to the https-url which worked. But at a second try I could not enter the http-url either...