Version:            (using KDE KDE 3.5.8)
Installed from:    Gentoo Packages

Amarok always uses KDE's proxy by default. Changing it to empty one in Options dialog helps only for current Amarok session. After restarting it proxy remains the same - KDE's HTTP proxy.

I find HTTP proxing no so useful for streaming. In my case I am running HTTP proxy on the same host as Amarok player. And streaming through it adds extra overhead to my CPU caused by squid + Amarok. Also I often get some random (or not so random?) errors connecting to streams via proxy. Also track title don't work through proxy most of the times.

Specifying streaming  IPs/hosts manually in KDE proxy configuration as exceptions doesn't help. I must always manually clear the proxy host name in Amarok engine settings...