There are no proxies, only people with purposes.
Rule #1 was uploaded by 1AmTheHelp3r on August 10th, 2011. It is 2:34 minutes long.
1AmTheHelp3r introduces himself by revealing the length of time to which he has been watching Caught.
The release of this video was accompanied by personal rules for each of the CaughtNotSleeping subscribers from 1AmTheHelp3r. This announced his arrival and brought a sense of real-world consiquences to viewers actions. Many of the rules were tailor made for subscribers including such personal information as names of pets, familial ties, and whereabouts. These rules would later come into play in Help3r's first puzzle.
The building Caught is sitting in while he's watching the Roivas video looks like University of Washington. Confirmed by Natalie
Working Theories and Observations
The span of these videos would seem to cross over most of the CaughtNotSleeping timeline, if Caught is first watching the RoivasSevil video in that second segment, and then the last video segment would appear to connect to unknown footage
From 2:02 to 2:05 Caught's eyes become blue. This (going off what RoivasSevil has said long after the upload of this video) is a show Caught's 'Light'.
There are what appears to be, a pair of strange glowing eyes (Or maybe just distant lights?) behind Caught around 2:00.