add a few zguide examples, remove mutable references in proxy

[dysn]

generally followed the existing examples. However, for the socket methods I use expect rather than asserting is_ok so you get a message if the call fails. Seemed a bit cleaner and gives a clearer error message.

Change to proxy is as per https://github.com/erickt/rust-zmq/commit/b307f7cb076469f5432f772048650a058f43284f

[rotty]

Thanks! I've now pushed your commits to the master branch, after taking the liberty of applying some whitespace cleanup on them (git diff 291bab25..8bd4f682).