This document describes how to check for a proxy in Internet Explorer 6, 7, 8, 9, and 10.
Go to Tools, then select Internet Options.
Note: Internet Explorer 9/10 will show Tools as a gear icon
Click on the Connections tab, then click the button that says LAN Settings.
Under Proxy server, make sure the box that says Use a proxy server for your LAN is unchecked. Then click OK.