Incorrect Proxy Settings --VERY URGENT!--

[JordieBo]

When I go into Firefox it says it cannot open the web page because the proxy settings are wrong. So I go into options and choose "no proxy"
It then works fine but I have to do th every time I go onto the computer. This is my first question, how can I make the "no proxy" setting permanent?
Now secondly, I can't figure out how to change the proxy settings in Internet explorer. Sure, I use Firefox so why would I worry about Internet Explorer? Well aloot of program depend on Internet Explorer to run, such as MSN. So I can't use MSN, and that is a BIG problem, cause I have a lot of important contacts I need to talk to.
One last thing, can someone explain what a proxy setting actually does? I'm not too sure.

Please I REALLY need help on this!
Thanks in advance.

[*:.Griever.:*]

Windows Live Messenger does not require Explorer to run.  Having IE working or not will not affect WLM working.

If your using something like MessengerFX on the other hand, switch to WLM.

[JordieBo]

When I troubleshoot Windows Live Messenger, It says it is because of improper proxy settings so I click repair.
It then comes up with a message saying:


My conclusion is that Internet explorer is one with WLM

[JordieBo]

YATTA!
Okay, I have figured out how to fix it for Firefox, something had changed my user.js and prefs.js files. I had to go to

C:\Users\<USER NAME>\AppData\Roaming\Mozilla\Firefox\Profiles\xxdrcdwz.default

And delete User.js and Prefs.js, Firefox automatically rebuilt them to the original settings, re-installing didn't work.

Now all I have to do is sort it out for Internet explorer.

[*:.Griever.:*]

That seems awfully complicated, seeing as I use WLM and Opera browser.  I deleted IE long ago for it was a useless waste of desktop and Program File space.

[JordieBo]

Well, I deleted Internet Explorer on my old PC....
Everything went downhill from there. 
Loads of programs stopped working etc.