Found this issue while looking at a thread logged by other member.
httpproxy doesn't catch all files, two url for downloading exe file:
url 1:
http://www.rarlab.com/rar/wrar39b4.exe
url 2:
Download CCleaner 2.21.940 - Download - FileHippo.com
however, first download comes in straight without being captured by httpproxy - browser prompt to save right away.
Below is the httpproxy log:
2009:07:20-10:21:08 dmzalarm httpproxy[3714]: id="0001" severity="info" sys="SecureWeb" sub="http" name="http access" action="pass" method="GET" srcip="192.168.10.100" user="" statuscode="200" cached="0" profile="REF_DefaultHTTPProfile (Default Proxy)" filteraction="REF_DefaultHTTPCFFAction (Default content filter action)" size="25991" time="2142 ms" request="0xb16ed850" url="www.rarlab.com/.../html"
2009:07:20-10:21:30 dmzalarm httpproxy[3714]: id="0001" severity="info" sys="SecureWeb" sub="http" name="http access" action="pass" method="GET" srcip="192.168.10.100" user="" statuscode="200" cached="0" profile="REF_DefaultHTTPProfile (Default Proxy)" filteraction="REF_DefaultHTTPCFFAction (Default content filter action)" size="1375093" time="14734 ms" request="0xb16ad410" url="www.rarlab.com/.../octet-stream"
2009:07:20-10:22:24 dmzalarm httpproxy[3714]: id="0001" severity="info" sys="SecureWeb" sub="http" name="http access" action="pass" method="GET" srcip="192.168.10.100" user="" statuscode="200" cached="1" profile="REF_DefaultHTTPProfile (Default Proxy)" filteraction="REF_DefaultHTTPCFFAction (Default content filter action)" size="6137" time="19 ms" request="0xb16abfa8" url="cache.filehippo.com/.../png"
2009:07:20-10:22:24 dmzalarm httpproxy[3714]: id="0001" severity="info" sys="SecureWeb" sub="http" name="http access" action="pass" method="GET" srcip="192.168.10.100" user="" statuscode="200" cached="1" profile="REF_DefaultHTTPProfile (Default Proxy)" filteraction="REF_DefaultHTTPCFFAction (Default content filter action)" size="4574" time="40 ms" request="0xb16ad6a0" url="cache.filehippo.com/.../png"
2009:07:20-10:22:28 dmzalarm httpproxy[3714]: id="0001" severity="info" sys="SecureWeb" sub="http" name="http access" action="pass" method="GET" srcip="192.168.10.100" user="" statuscode="200" cached="0" profile="REF_DefaultHTTPProfile (Default Proxy)" filteraction="REF_DefaultHTTPCFFAction (Default content filter action)" size="2432" time="523 ms" request="0xb16ad410" url="www.filehippo.com/.../html"
2009:07:20-10:22:31 dmzalarm httpproxy[3714]: id="0001" severity="info" sys="SecureWeb" sub="http" name="http access" action="pass" method="GET" srcip="192.168.10.100" user="" statuscode="301" cached="0" profile="REF_DefaultHTTPProfile (Default Proxy)" filteraction="REF_DefaultHTTPCFFAction (Default content filter action)" size="0" time="245 ms" request="0xb16ad410" url="www.filehippo.com/.../Freeware"
2009:07:20-10:23:04 dmzalarm httpproxy[3714]: id="0001" severity="info" sys="SecureWeb" sub="http" name="http access" action="pass" method="GET" srcip="192.168.10.100" user="" statuscode="200" cached="4" profile="REF_DefaultHTTPProfile (Default Proxy)" filteraction="REF_DefaultHTTPCFFAction (Default content filter action)" size="3252640" time="31945 ms" request="0xb164e1c0" url="fs4.filehippo.com/.../octet-stream"