+Connections to the local host (the host name \c{localhost}, and any
+loopback IP address) are never proxied, even if the proxy exclude
+list does not explicitly contain them. It is very unlikely that this
+behaviour would ever cause problems, but if it does you can change
+it by enabling \q{Consider proxying local host connections}.
+
+Note that if you are doing DNS at the proxy (see
+\k{config-proxy-dns}), you should make sure that your proxy
+exclusion settings do not depend on knowing the IP address of a
+host. If the name is passed on to the proxy without PuTTY looking it
+up, it will never know the IP address and cannot check it against
+your list.
+
+\S{config-proxy-dns} Name resolution when using a proxy
+
+\cfg{winhelp-topic}{proxy.dns}
+
+If you are using a proxy to access a private network, it can make a
+difference whether DNS name resolution is performed by PuTTY itself
+(on the client machine) or performed by the proxy.
+
+The \q{Do DNS name lookup at proxy end} configuration option allows
+you to control this. If you set it to \q{No}, PuTTY will always do
+its own DNS, and will always pass an IP address to the proxy. If you
+set it to \q{Yes}, PuTTY will always pass host names straight to the
+proxy without trying to look them up first.
+
+If you set this option to \q{Auto} (the default), PuTTY will do
+something it considers appropriate for each type of proxy. Telnet
+and HTTP proxies will have host names passed straight to them; SOCKS
+proxies will not.
+
+Note that if you are doing DNS at the proxy, you should make sure
+that your proxy exclusion settings (see \k{config-proxy-exclude}) do
+not depend on knowing the IP address of a host. If the name is
+passed on to the proxy without PuTTY looking it up, it will never
+know the IP address and cannot check it against your list.
+
+The original SOCKS 4 protocol does not support proxy-side DNS. There
+is a protocol extension (SOCKS 4A) which does support it, but not
+all SOCKS 4 servers provide this extension. If you enable proxy DNS
+and your SOCKS 4 server cannot deal with it, this might be why.
+