Im afraid you do have a default proxy.
Try specifying this proxy for all protocols and see what you get:
lutn-cache-2.server.ntli.net
And of course it is a localised issue ... anyone who has as default the luton 2 proxy has gaming, secure and ftp problems.
If you read some of the other posts you will see that many people in my immediate area have the same problem.
They won't even let me cancel it now ...