iisnumber12, No, because then nobody would download Lackey, and then everybody would complain that the proxy system is annoying. It's better that everybody gets used to the "official" program and we deal with a few quirks.
I didn't know how to use it at all, but I figured it out in an hour without any instructions.
Your problem is probably that you don't know what a .zip folder is, and I've never heard of anybody else with that problem.