There's a malware that changes your browser so it uses proxy settings for a malicious proxy. Antivirus and Antimalware programs may remove the virus, but not change the settings back to not using a proxy.
See if this helps:
Open Internet Explorer.
Click the Tools button, and then click Internet Options.
Click the Connections tab, and then click LAN settings.
De-select the Use a proxy server for your LAN check box.
Save your changes.
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