Hate you!... j/k Congrats! Ive just started playing heroes and Proxys are fun but I know what you mean if you try to lay them at the wrong time = instant death.
Hate Proxys seriously. Im glad you only get 2. Its funny to watch a guy lay proxies from far away and forget completely and run into them DOH! But Ill be watching for you and if I see your name in my sniper maps Ill camp all day waiting to blow you up w/ your own proxies.
Heres a tip playing against those with proxies; chuck a grenade first before storming the area to set off any nearby proxys! Works with any explosives even mines.
And a ? when you die after laying your proxys do they go too?