Go into IE, click Tools -> Internet Options -> Connections -> LAN Settings. What options have you got set?

The "Automatically detect proxy settings" option in IE results in your browser querying a server at your ISP for proxy settings, these are mainly used in larger ISPs who may run lots of different proxy servers with customers (ideally) directed to one that they are closer to and therefore have a faster connection to. It may be that in some cases the way your ISP picks your proxy server is too slow, it's hard to say. You may want to try bypassing the proxy if you can; web proxy servers are mainly useful for people on slow (ie: dialup, or broadband shared by lots of users) connections or situations where downloads from the proxy are free but other web traffic is billed. In many cases these days they're more trouble than they're worth. You might want to try unticking all the tick boxes in the LAN settings dialog. It's possible that your ISP requires you to go through a proxy but I doubt it.

Hope that helped!

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