Q: When I connect to the Caching Proxy I get a scary warning
This occurs when the browser does not trust the SSL certificate presented by the Caching Proxy. The reason this is the case is because we are using a self signed certificate, which is our only option for an internal network appliance like this. On Firefox the only option is to click "Advanced" and add an exception. On Chrome installing the ca.pem into the computers Certificate Store will solve this problem too.
Q: What happens if the Server IP address changes?
The SSL certificate we generate includes the Servers IP Address. We strongly suggest having a server with a fixed local network address. Connecting to the server using an IP Address that does not match the one that the computer had when the certificate was issued with also generate certificate warnings.