Gopha here reporting a problem that I've noticed:
I'm using SiteAdvisor for both Firefox and IE7 (as part of VS+2008).
I can use it in Firefox if I tell Firefox that I am connecting via a proxy server (using the Firefox plugin SwitchProxy Tool - although this is incompatible with SiteAdvisor for some reason: http://forums.mcafeehelp.com/showthread.php?t=216778
However, in IE, SiteAdvisor cannot connect to check sites when behind a proxy server (am using the "Automatically detect" option for detecting the proxy and the network settings in IE).
Just thought I'd report this - dunno if anyone has any opinions?