Was they had installed some other antivirus suite and it has it's own proxy. That proxy can be undone for this and other reasons. I've only encountered it for the first reason.
If you have a stock install, all updated then you report the bug to Microsoft. Remember folk, the Windows OS is not bug free. Some folk didn't know this.
Also, there was a virus that did this. Both on and off....
My proxy settings in windows are getting disabled automatically after some time. I have to change it again and again. The picture shows that right now, its working fine but after some time, its getting off automatically. Can anybody tell me what is the problem and how can I cure it?