If you try to start proxy 0.8.2 in Windows, and you receive this error:

The application has failed to start because its side-by-side configuration is incorrect.

Then you need to install the Microsoft Visual C++ runtime libraries (per the 0.8.2 changelogs). Here is the snippet from the changelogs (it just doesn’t mention the error):

The Microsoft Visual C++ runtime libraries are now a requirement for running MySQL Proxy. Users that do not have these libraries must download and install the Microsoft Visual C++ 2008 Service Pack 1 Redistributable Package MFC Security Update. For the current Proxy version, use the following link to obtain the package:

(Bug #12836100)