Mine just stopped working right now, complaining about proxy server.
Sites that take forever to load like worldofwarcraft.com do load faster.
The privacy concern for me is nil, since all of the sites I visit don't simply use sessions alone, if at all.
If you get a BSoD, it's probably due to faulty network drivers. I saw the same problem with the Netgear FA311 under windows XP when running WoW - never crashed before. Lo and behold, that card isnt even supposed to be used on xp.