Settings I chose in my PC for surfing do not get saved

I am curious why the settings I chose in my PC for surfing the internet do not get saved. Every time I use the internet, I cannot see the pages of the websites I go to. I always have to check the settings and change the proxy settings and uncheck the box for “Use a proxy server for your LAN.” I have to do this every time, but after I’ve changed the settings the web pages come out without any more problems.
Can you help me how to keep the proxy settings I’ve chosen? Thanks.
