If you are using the protocols listed there click on the check box below to use the same proxy settings for all of the protocols. Of course if you have changed any of the default port numbers for any of the protocols, enter the appropriate port number in the boxes provided. WSP is needed if you want your clients to have access to Internet applications other than http applications. The WSP must be installed from the Proxy server. You cannot copy the installation files to the local client machine and install, nor can you put the installation files on a CD and install that way.
Installation is straight forward and requires no options.
After the installation is done you must reboot for the WSP to work correctly. Double click on this icon to verify that the client has correctly identified the proxy server. If it has, then installation was successful and your client has the ability to use whatever Internet applications that you have allowed to run through the proxy. I have installed and run MS Proxy on two different networks and have been very happy with it's performance and security. You must keep in mind that by default MS Proxy is fairly open and relatively insecure.