You're off topic for this forum, which is dedicated to Windows Live OneCare. You may want to try the IE newsgroups here: http://support.microsoft.com/newsgroups/Default.aspx
However, I suspect it may be as simple as opening Internet Explorer and clicking on Tools/Internet Options, Connections Tab, LAN Connection button, and removing the check marks from the two automatic detection choices and clearing the check mark, if any, from the Proxy settings box.
-steve