This machine got partially hacked over the weekend. From what I can tell, Ziproxy was compromised and used to submit spam email through my system. Because my mail sever accepts local email, it was going out. It looks like only yahoo emails were being hit. Of course, the spam was coming from China.
Since I turned off Ziproxy, I haven’t seen any odd email originating from my machine.
Most likely you left the proxy accepting CONNECT method (HTTPS), and that may be used to connect to any arbitrary TCP service.
Update