Starting with SecureProxy version 1.7.0 (for Chrome) it is possible to add lists of websites to be excluded from being accessed through the SecureProxy connection, and connect to them directly. 
After you define them one per line, re-connect to enable the exclusions. The format is the following: 

*.domain.com - this will match all subdomains of domain.com, e.g. mail.domain.com, www.domain.com
*.domain.com:443 - will match all connections over port 443 (HTTPS)
*.tld - this will match the entire TLD (all websites having the .cn top-level domain) e.g. *.cn, *.fr, *.uk
*domain.com - this will match every pattern before "domain.com" e.g. mydomain.com, somedomain.com

Please note that without specifying the port (e.g. 443), only connections to port 80 will match the exclusion list, so you need to add two rules to match both HTTP and HTTPS connections, for example: 

*.fr
*.fr:443 

In the above example, all HTTP and HTTPS connections to .fr websites will bypass the SecureProxy connection. The same applies for domains:

*.facebook.com
*.facebook.com:443

You can also define IP addresses, including subnets. Example: 

192.168.0.1
192.168.0.0/24