To proxy or not to proxy

Today I was asked to update the EGVP (Elektronisches Gerichts- und Verwaltungspostfach) software on a client. The software is used to send an receive encrypted emails and to verify that the senders are who they claim to be. [official site] [wikipedia]

After I found out that the old client was never installed on the system I found out that until version 2.9 the whole thing was also available as Java WebStart. After 2.9 only an installable msi-version is offered. Ok then, lets hope the new version is smart enough to import all the old settings from the WebStart version I thought ...