Yes, it is going to limit my mobility, that is because I want to use the zaurusa to download files at work, and IT does not allow the Zaurus to be part of the network, and would not set up a route to my subnet.
Therefore, using proxy is my best bet.
I managed to get wget to talk to the proxy.
I think what I need is the qcop command.
At home, I bridge Zaurus NDIS to my home network, and even without a proxy, opera works.