Something is continually overriding the LAN connection proxy settings on a bunch of (Windows) machines --- inserting "vsts-proxy-installed-indicator". The post at http://social.msdn.microsoft.com/Forums/is/tfsgeneral/thread/a643316d-ac7a-4807-9092-96c20f92dd9f indicates that it's a 'third party' issue, but I don't agree --- one of the machines that has this problem has no third-party addons (as mentioned in the article.)
A temporary solution is to clear the setting, but it eventually pops back in. Does anyone know what is causing this?