As typical firewalls can specify which TCP or UDP ports are allowed to the Internet a proxy appliance can really control on the application level.
Today more and more applications send traffic over TCP port 80, a typical example are peer-to-peer file sharing applications and Instant Messaging.
Proxy appliances are used to control what type of applications are allowed and by whom as user authentication is also an important part of a proxy. As a proxy can control who has access to which application or site there is also detailed logging available.
The proxy appliances that SecureLink supports are the appliances from BlueCoat.