Disabling proxy server/firewalls to view content?

Archived from groups: microsoft.public.windowsxp.help_and_support (More info?)

I ruffled a few feathers on a forum when I asked what the problem with
Rapidshare seemed to be. Usually it'd ask you to wait for your free
download, etc., now it's pretty much "sorry." Well, a couple of smart alecks
fired-back about how it always works for them and some of us were too lazy,
etc.

So, finding them to be so helpful, I went to Rapidshare myself and read
their FAQs.

Bottom line: Are disabling proxy servers (Rapidshare's suggestion) and or
firewalls ever a good idea? I had my firewall off once trying to
download a pesky bittorent and soon after I was totally re-installing
everything on my computer.

My opinion is it's not worth it, and if these other folks have dodged one so
far well bully for them.