I had some problems with malware which caused the Use Proxy server for you LAN under Internet Options>Connections to stay checked no mater what I did.
Windows Vista Home Premium has been through extensive clean up. There are no signs of any malware. Have tried to make alterations to these registry keys which control proxy settings to no avail. The keys replace themselves and the proxy settings are activated immediately after being switched off. ADWcleaner, TDSS, Combofix have all been used at the guidance of an expert.