What do you mean that you can't change the connection settings?

Are these choices grayed?

Do a malware check with several malware scanning programs on the Windows computer.

• https://support.mozilla.org/en-US/kb/troubleshoot-firefox-issues-caused-malware

Please scan with all programs because each program detects different malware. All these programs have free versions.

Make sure you update each program to get the latest version of their databases before doing a scan.

• Malwarebytes' Anti-Malware:
  http://www.malwarebytes.org/mbam.php
• AdwCleaner:
  http://www.bleepingcomputer.com/download/adwcleaner/
  http://www.softpedia.com/get/Antivirus/Removal-Tools/AdwCleaner.shtml
• SuperAntispyware:
  http://www.superantispyware.com/
• Microsoft Safety Scanner:
  http://www.microsoft.com/security/scanner/en-us/default.aspx
• Windows Defender:
  http://windows.microsoft.com/en-us/windows/using-defender
• Spybot Search & Destroy:
  http://www.safer-networking.org/en/index.html
• Kasperky Free Security Scan:
  http://www.kaspersky.com/security-scan

You can also do a check for a rootkit infection with TDSSKiller.

• Anti-rootkit utility TDSSKiller:
  http://support.kaspersky.com/5350?el=88446

See also:

• "Spyware on Windows": http://kb.mozillazine.org/Popups_not_blocked

I did all the things you suggested. It did catch a Trojan ware that might have been the problem . A program removed it but the switching to proxy boxes remain.

The choices in firefox were not grayed. It just would not let me switch it to no proxy.

Thanks for trying "No proxy: Choose this if you don't want to use a proxy. " none of my options are able to be checked only the use system proxy setting box is allowed to be checked.

https://support.mozilla.org/en-US/kb/how-to-fix-preferences-wont-save

Note: Some software, like Advanced SystemCare with Surfing Protection, can protect files in the Firefox profile folder against changes. If you have such software then check the settings or uninstall this software.

Do a clean reinstall of the current Firefox release and delete the Firefox program folder before installing a fresh copy of the current Firefox release.

• download the Firefox installer and save the file to the desktop
  *https://www.mozilla.org/en-US/firefox/all/

If possible uninstall your current Firefox version to cleanup the Windows Registry and settings in security software.

• do NOT remove "personal data" when you uninstall the current Firefox version, because this will remove all profile folders and you lose personal data like bookmarks and passwords including data in profiles created by other Firefox versions

Remove the Firefox program folder before installing that newly downloaded copy of the Firefox installer.

• (64 bit Firefox) "C:\Program Files\Mozilla Firefox\"
• (32 bit Firefox) "C:\Program Files (x86)\Mozilla Firefox\"

• it is important to delete the Firefox program folder to remove all the files and make sure there are no problems with files that were leftover after uninstalling
• http://kb.mozillazine.org/Uninstalling_Firefox

Your personal data like bookmarks is stored in the Firefox profile folder, so you won't lose personal data when you uninstall and reinstall or update Firefox, but make sure NOT to remove personal data when you uninstall Firefox as that will remove all Firefox profile folders and you lose your personal data.

If you keep having problems then you can create a new profile to test if your current profile is causing the problem.

• http://kb.mozillazine.org/Profile_folder_-_Firefox
• http://kb.mozillazine.org/Profile_backup

• http://kb.mozillazine.org/Standard_diagnostic_-_Firefox#Clean_reinstall