This is a post from iamthemidnitechef. This practically fixed all my problems i was having where my lan setting kept on changing to proxy server. Hope this helps
iamthemidnitechef December 6, 2013 1:03:23 PM
On Windows XP, click Start, or on Windows Vista or Windows 7, click start, and then click Run.
In the Run text box, copy (CTRL+C) and paste (CTRL+V) or type the following:
reg add "HKCU\Software\Microsoft\Windows\CurrentVersion\Internet Settings" /v ProxyEnable /t REG_DWORD /d 0 /f
Click OK.
On Windows XP, click Start , or on Windows Vista or Windows 7, click start, and then click Run.
In the Run text box, copy (CTRL+C) and paste (CTRL+V) or type the following:
reg delete "HKCU\Software\Microsoft\Windows\CurrentVersion\Internet Settings" /v ProxyServer /f
Click OK.
If you don't have the run command in your start menu then press the "windowkey+R" then it should come out
If this does not fix the problem then you might have malware thats causing the problem. Download SpywareBlaster and ComboFix. That helped me get rid of all those malware.