All of our web traffice goes via a Squid proxy (super default installation without anything special), which resides on the very same linux box as openfire 3.3.
Everything is smooth but the admin gui via https: on port 9091 is not accessible when running over the Squid.
After five years of squid this is the very first site that I disvovered that does not work via our proxy and then it is one of our own services!
Tested with IE6 and Firefox 2.latest.
Just to let you know. For me it is not major as there is no need to connect to the local server via a proxy but it could bite somebody else.