you have caught yourself a virus, and not the good kind, a virus that changes your proxy and internet settings. Even if you delete the virus that caused it, the damage remains unless you're good enough to fix the internet settings
Check your task manager for tasks running with weird names such as AA.exe 15F480E.exe stuff like that, even if you close the process it will open itself, rightclick it then find the processes folder, then what you have to do is go to msconfig (new task, then type msconfig) and at start up tab, remove every program from startup that shouldn't start up then reboot the computer. Delete the process(s)
Or try a bunch of anti virus / anti mal ware but I lost faith in those long ago because they simply overlook a lot of virus/malware