Hi,
As you can see in the picture, When I enable Webproxy this happens:Any idea?

You're going to have to be a LOT more clear on what "this happens" means. I see nothing out of the ordinary. Are you talking about all the traffic on your WAN interface? Well it sounds like to me you didn't set up the firewall to protect the router from someone using it as a proxy form the internet then. Set up the firewall and restrict the subnets that can use the proxy to only ones that you want.

Thanks, I got it!