Geared more for the small office and home office relying on dedicated dial-up lines to the Internet, WinProxy and WinProxy Lite are great examples of why people shouldn't rely on the behemoths -- in this case, Microsoft and Netscape Communications -- to provide all software to all people.
For many smaller sites, the power of Netscape Proxy Server and Microsoft Proxy Server aren't necessary or affordable. But for the small- and home-office markets, WinProxy is a great choice for two reasons: it's very manageable for folks who might not want to spend all of their time maintaining Web sites, and it's relatively maintenance-free once up and running.