I'm not sure what that ProxyGadgets stuff is for?
It's a supplementary module included with the drivers, that will house any gadgets that have been officially wrapped to extend the functionality.
The only gadget it has, atm, is the hyperlink gadget, which can be used in the same way as all other MaxGUI gadgets, but internally (and as far as the MaxGUI drivers are concerned) it is a label emitting mouse events.
I'm currently adding a splitter gadget to the module, which some may also find helpful.