No, works fine for me. But proxy support varies from one app to the other, and proxing also varies from one carrier to the other, so some combinations may or may not work :-)

I've heard that in the early days the N900 did not work on SFR at all because its user-agent was not declared on their proxy. What network are you on ?

I'm on Virgin Mobile (Orange), which seems to be about the less troublesome in France...