If you are a Websense user, you may be aware that they have multiple clusters around the world. Try this experiment:
* Browse the interwebs and see what country your cluster is in
* Start up a SSL based VPN, does the cluster change?
I noticed by accident whilst monitoring Netflows with a GeoIP thing that a customer on my site who used Websense had their connection mysteriously suddenly change from an EU proxy cluster to a US based one whilst their office VPN was running. When they stopped the VPN it switched back.
I nearly ran out of tin foil as a result 8) I have a sample of one and that is anecdotal and not data ...