Its McAfee Pro. which I bought about 2 years ago. Ever since I've keept it completely up to date untill I installed a proxy.
Trust me I have gone through every settings tab I can think of in AV but I can't find any proxy settings anywhere.

I did talk to the McAfee support but they keept on twisting my question to make me look as if I was somebody who didn't know what I was talking about and were constantly blaming the fact that I haven't updated it/I'm not connected/I have a firewall/I've not renewed my subscription/etc. I know that this is all false, because if I was to rewire the way the computers connect to the net so that the WinXP box doesn't go through a proxy then it works fine.
In the end they told me that I need to buy a new copy of McAfee, I was just like "thanks, I take it thats not going to support any type of proxy either is it? So that would be another £25 down the drain!!"

[edit] You got there before me
Thanks phis, I'll start working on it as soon as I can [/edit]