The "proxy authentication required" page appears when:
There are two main reasons why the web browser may be configured to use the off-site proxy:
The purpose of the off-site proxy is to allow users to access resources that are IP-address protected (i.e. which allow access only to users on the University's network). This is typically used to gain access to electronic journals and databases.
If you do not wish to use the off-site proxy, you'll need to remove the configuration settings from your web browser.