HTC WM 6.5, cannot connect to wi-fi.. error of proxy server

I am using an HTC Pure WM 6.5. Most of the times when I connect it to the wi-fi, I get an error message saying, "cannot connect to a proxy server". I have tried disabling the proxy server but in vain. I am using Opera Mobile. Can you please tell me what is wrong here in this case and how can I correct the proxy settings?
