Mine's been working okay except for a few sites that are either down or changed their login process.
As for the proxy popup, I get that if I've left SENuke running in the background (between blasts), but the popup stops happening if I fully exit the program. I've got XP, so maybe that's the difference.
I did notice that right after the last update, the success rate plunged, but strangely it started working fine again in a few days. Stealth re-update of the update?

I don't know, but once it started working right again I didn't care too much.