internet connection settings MSN Explorer

laptop communicates via Cable and DSL (two locaitons).- no LAN

Internet connections set as for LAN as "automatically detect settings"
-receive "page cannot be found" message
-check connection and it has changed to "use proxy server for LAN"
-change communication settings back to "automatically detect settings" and
"ok" the change
- can now access sites.
-after I close window, settings resort back to "use proxy server for LAN"
and have to set again.
- i now have to change settings back everytime I use Explorer.

- any ideas how to correct welcome.
thanks