Why do my proxy settings keep changing?

I am running Windows 7 and a few times a day the "Use a proxy server for your LAN (These settings will not apply to dial-up of VPN connections)." under "Local Area Network (LAN) Settings" checkbox becomes checked seemingly on it's own.

Am I pressing some kind of hidden keyboard shortcut accidentally? What sort of applications might alter this setting and why?

Unfortunately as this is a developer box, there's a lot of stuff that could be interfering, e.g. Visual Studio 2010, Windows Azure SDK and various browsers.

Has anyone else come across this?

Check out this link if you're using Visual Studio 2010 unit testing features

Proxy Server settings being set automatically which is causing me not to be able to run manual test.

Can you turn OFF the Diagnostic Data Adapter "ASP.NET Client Proxy for IntelliTrace and Test Impact" and check if you are still facing this issue? To do this perform the following steps.

Plan->Properties-> Manual Runs : Test Settings -> to open the test settings wizard.

In the test settings wizard, go to "Data and Diagnostics Tab" and turn off "ASP.NET Client Proxy...". Click on Finish and remember to save the plan. Now execute the tests and see if you are still facing this issue.

It appears to be being caused by running unit tests in Visual Studio 2010.

Are you on a Windows domain? If so then your system could be pulling down a policy for proxy settings each time you logon.