Proxy Server

I don't know what happened but today when I tried to enter IE I received this message. Also I never set up a proxy server.

The proxy server isn't responding

•Check your proxy settings. Go to Tools > Internet Options > Connections. If you are on a LAN, click "LAN settings".
•Make sure your firewall settings aren't blocking your web access.
•Ask your system administrator for help.




If I go to LAN and remove the block with a check beside the proxy sever IE starts, however, if I log off and try to reenter the proxy server box has a check mark.


How can I fix this


Thanks