Proxy setting

I have a problem of connecting to a web site without using the "Automatic
detect settings" option under Control panel - Internet Options - Connections
tab - LAN settings.

When this option is not set, no request was sent out to this web site
(observing Firewall activity). When the option was set, request was sent out
to the site server. This only happens to this web site. Problem only occurs
with this web site, other web sites have no such problem (connection request
is sent out).

Other browsers have been used, problem arised when "automatic detect
settings" option is not used.

Computer has been scanned for viruses and trojan, nothing is detected. Virus
and trojan data files are up-to-date.

So why does this option affect the connection to this web site? It seems
that without this option, requests are not sent out. Do I have a Virus? or
some system files are corrupted?


Any help is appreciated.