problems with connection using socks proxy and shell icon

When I make new connection to connect using socks proxy. And start it from stored connections everything is ok, but when I make shell icon on desktop of this connection, it seems that it doesn't look at proxy server that is setup. Is it a bug?

You are not the first one reporting this (see this topic). But I was never able to reproduce the error. Please try latest release (3.2). There are some bugs with Proxy fixed, so it might work for you. Please let me know.