The expressions are prefixes of the URL's you want to match, with or without hostname. If a webpage has a link to "http://www.somehost.com/somefolder/somepage.html" and you add "http://www.somehost.com/somefolder" as expression then the link will be rewritten.
If the start URL points to "http://www.somehost.com/somefolder/index.html" and contains a link "http://www.somehost.com/somefolder/somepage.html" then the expression "/somefolder" will cause the link to be rewritten, since it is a prefix of the full URL, not counting the host. If you want all links to be rewritten, regardless of host, you can add the expression "/" which will match all links.
Forward CookiesCookies are usually not sent to the underlying applications. Here you can do this by naming the cookies you would like to forward. If several cookies, use coma separation.
E.g if you have a security solution in front of the Proxy you might want to forward the cookies.
Skip headersHeaders are normally sent to the underlying applications. Here you can choose to not forward headers. If several headers to ignore you separate the with comma.
Transformation of other XML-based source typesHere you can define XSLT templates for additional content types e.g. RSS. Click the plus sign to add a template.