There was some talk about problems with GMail and Proxomitron on the Prox-list at Yahoo Groups. Just like you described, they couldn't login at all with Prox filters enabled. I don't don't recall if they managed to fix it since I didn't pay much attention myself ... I have absolutely no plans to ever use GMail and let an advertising company scan my email so they can annoy me more effectively.
I find Yahoo Mail to be good enough -- especially with the new 100 MB limit
-- and I have Prox filters for skipping the ads there, that work.
