Hi jbooher,
Sorry you're going through this issue. You only check the "Connect Using Proxy" option if your browser already uses a proxy to connect to the internet. So you should not check the box. We did document it here, but it does look like we can do a better job of explaining this.
For your next question, please do the following -
- Go to app.loadninja.com
- Access Settings from top right corner
- Access Global Recorder Settings
- Check the box that allows LoadNinja ton ignore invalid SSL certificate issues
This may be happening because the app you're testing does not have a valid SSL certificate. Please try this and let me know.