>1) the proxy settings can only be made in the wizard
>no in the preferences window
>2) xolox is great and better then the rest too i guess, but i think >bearshare (for example) has way more config options...
>3) there's no way to stop an ongoin search

1) Agreed and been submitted a while ago to be included in future versions.
2) More config options arent' always better, but more features are coming
3) Once a query is sent out, there is no way to stop/reverse it. From a single query you can continue to get returned results for many minutes ( although most are within the first 30-seconds). Clients that show a 'stop' button in reality are not stopping anything.
Tips:
- Simply close the search tab if you don't want to see it.
- In preferences Disable 'xolox requery' . XoloX by default over a set span period of time will periodically ( and only a few times over a long span) research for you to find those harder to find files; if the search tab is left open.

"We have attempted to find the perfect balance of delivering the features that users want while being a positive force in the Gnutella community. Therefore, our newest version has dramatically scaled back the frequency of re-searches, but still delivers the results that XoloX users demand. "

So you have 2 choices, close the tab or disable that function. BUT note from that first and single query you will still get many results back over an elapsed time because of how Gnutella works.
Also once you have begun a download, *that* file download even if the search tab is closed will research for more sources on its own *if* needed.
-kaya