Hi,
You can't show selective URLs, as there is no way of determining which URL is the main one.
Logging is recorded in the log files and you can import them into several third party logfile analysers, we recommend ProxyInspector
http://www.proxyinspector.com/
If you want to see the username you will have to use authentication or assumptions. You can assume that an IP address is a user so that will show up, or you can use the WGIC (WinGate Internet Client) or the GateKeeper to authenticate. When we release the new version you will be able to select NT authentication so it will show up without needing to authenticate using the above options.
I hope this helps, if you have any further questions please let us know.
Regards,
Matt