In designing the off-site proxy service, we have been careful to avoid inconveniencing other users of the same computer as far as is possible. In particular, as long as the computer has been configured to use the "proxy configuration script", only access to content to which the University subscribes should be routed via our proxy servers.
This cannot be 100% accurate, though. Access to many of the journals to which we subscribe is through large publishers who may have a portfolio of hundreds of different titles, and in some cases the University may not necessarily subscribe to all of them. However, these journals may all be accessible via the same web server, and the proxy configuration script works at the level of the server being accessed, not the subset of pages for a specific journal. This means that in some cases, you might be prompted to authenticate when trying to access a journal even if the University does not subscribe to it.
Configuring your computer to access the off-site proxy should not cause problems for casual web browsing. You will not be prompted to authenticate to access the BBC's website, or eBay, or Friends Reunited, for example. However, if another person uses your computer who is not a member of the University, but who wants to access resources which require proxy server access, then they will not be able to access them! This may well cause problems where other users are professionals; for example: academic researchers, doctors, dentists, engineers, scientists, to name but a few.
When making a fundamental change to the configuration of a computer, you should ensure that other users of the computer are aware of this. They should also be told how to remove the configuration if necessary.
It may be possible to configure your computer so you use a different setup from other users. Internet Explorer's proxy server settings are per-user, so you could use a separate logon on versions of Windows where this is supported. Firefox users can set up a different profile for journal access. Where Internet Explorer is the main browser, you could use Firefox for accessing journals and not touch the copy of Internet Explorer everyone else uses.