...

In the client version Windows Vista, 7, and 8 this works the same.

Monitoring

To keep an eye on any refused domain domains that your hosts might try to access that are not allowed, run this shell script every morning , after the log files have been rotated (7AM 7 AM on Ubuntu systems is goodfor instance): 

#!/bin/sh
# Filter PIDs that handled refused domains
TP_LOG="/var/log/tinyproxy/tinyproxy.log"
grep 'Proxying refused' "$TP_LOG" |
sed -r 's/.*(\[[0-9]+\]).*/\1/g' | sort | uniq |
while read pid
        do grep \\$pid "$TP_LOG"
done |
grep -B2 refused

Based on the results, you can add stuff to the white list, or investigate what it going on.