Web Proxy + firewall - problem. Help?

I’m testing the firewall by that example http://wiki.mikrotik.com/wiki/Dmitry_on_firewalling but there is a problem with the web proxy - some of the firewall filter rules drop it.

Wen I disable all the rules in /ip firewall filter, the transparent web proxy is working ok.

Is there some one who can help?

is your proxy on port 3128 ?