As the lovely people here say just go ahead and uncheck the proxy setting there's most likely no need for it to be set. However, if it is needed all you have to do is put the check back!

Basically a proxy server is used as a link between yourself and the internet. If you're using a proxy server then any requests you make to a web page are sent to the proxy and it's the proxy that requests the information from the web page. Why? Well......You can set up proxy servers with certain rules, these could be used to block access to unsuitable sites for example porn or gambling sites could be added to a banned list and then anyone using that proxy server would not be able to view any sites that fit this description. For example I work for the government and our internet access HAS to go through a proxy to filter out all kinds of stuff, no visiting pixies from work

Aslo proxy servers usually cache website information, this means it keeps a store of frequently accessed pages.......so say loads of people visit http://news.bbc.co.uk everyday the proxy keeps a copy of bbc.co.uk's regularly accessed webpages and when you try to visit the site instead of going all the way out onto the internet you just pick up this locally stored copy, that way you get the information much quicker, as Belial said it's great for people on dial-up. of course you run the risk of picking up old data, but it's usually refreshed on a regular basis.

There's loads of other stuff you can set and do with a proxy but hopefully that should give you a rough idea of what it's all about.

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