I wouldn't use the WYSIWYG editor with Proxomitron, even if you turn off the JavaScript add blocker (which simply prevents allot of JavaScript from functioning), Proxomitron will inject it's own JavaSCript into pages which will mean you will have funny JavaScript stuff appearing in every post you make.
I did find though on my DSL connection that becuase the pages where being parsed by it and it adds allot of it's own JavaScript code into the page to prevent pops that pages where taking allot longer than usuall to appear on my machine.