Proxy setting

I have a problem of connecting to one particular web site without using proxy
settings (Windows 98- internet options- connections tab - LAN setting).

The only way I get connected to this site is to set "Automatic detect
settings".

Without setting this option, and upon looking at the firewall's activity,
there are no request bytes being sent out, therefore no request is sent to
the site server, but when "Automatic detect settings" is set, firewall
indicates internet activity, "server connection request" bytes are sent out,
etc.

Different browsers have been used, but nothing works if the "automatic
detect settings" is not set for this site. There is no problems with other
sites regardless of the settings of "Automatic detect settings".

Computer has been checked for Viruses and trojan, nothing is found.

Any help is appreciated.