Well, that depends.Originally Posted by Bill
Typically, an SSL proxy isn't really a proxy so much as a little firewall that passes your encrypted packets forward. This is the normal case, and unless you see something about a bad certificate, you will be okay.
It is possible to build a machine that decrypts the connection, actually scans and caches the content, and re-encrypts the connection using its own certificate (taking the place of the attacker in a "man in the middle attack" http://en.wikipedia.org/wiki/Man-in-the-middle_attack). In that case, the certificate will be wrong somehow.