Windows Vista - http://www.vistaarticles.com
Internet Explorer Uses Proxy Server for Local IP Address
http://www.vistaarticles.com/articles/118/1/Internet-Explorer-Uses-Proxy-Server-for-Local-IP-Address
By 
Published on 11/23/2006
 
When you connect to a Web server using the Internet Protocol (IP) address or Fully Qualified Domain Name (FQDN) on the local network, Microsoft Internet Explorer or Windows Internet Explorer connects through an assigned proxy server.

Internet Explorer Uses Proxy Server for Local IP Address
To bypass a range of IP addresses or a specific domain name, specify the addresses in the proxy exception list: 1. In Internet Explorer, on the Tools menu, click Internet Options.
2. On the Connections tab, click LAN Settings.
3. Click Advanced, and type the appropriate information in the Exceptions area.