You have a computer virus that's routing your web traffic through a proxy. Hackers do this because it allows them to intercept data when you're accessing online shopping or your web banking. It's a primary security fault of Windows.
You'll need to get an experienced virus removal tech to clean this up for you because this process is probably more than you can do on your own, and if it's not done right then you'll be giving your credit card and web banking information away to the hackers who infected your machine.
You have a choice - spend the money to get someone who is experienced and stay away from Geek Squad, or get ready for the fun of identity theft.