To address your second issue first, I think that's a matter of taste. Personally, I think a big red button is enough interactiveness, and won't add the confirmation dialog to the filter I use. But whatever floats your boat.
As for the first issue... under Mozilla, I can't foresee it being a problem, but I'll try playing with it some time and I'll get back to you.
Oh, and for the record, Proxomitron works wonderfully under Wine/Linux, as long as you don't play with the dialog boxes too often in a short time. (: