Indeed it requires quite some configuration and thus; time.. But Imho it is worth it, especially since it, to me, was very educational on what my machine sends to the web via http, and what the web sends me..
But I too realize that if you're not particulary interested in "how" it works, or simply don't have time, will, etc, there are probably more suitable programs than proximitron..
I can't really say that you shouldn't try it if you're inexperienced in this area, since that was exactly what I was when I started using this, but partly due to using this I've learnt quite a bit about networking, network security, privacy and so on..
But as I said, some will and time are required, general pc-users might find this all to technical, and for them there are indeed much more userfriendly programs..
//Ulti..