WMP error in IE8

I'm trying to use Music Choice, but it keeps telling me there is an an error (screen shot below). I've contacted them, but I think its a problem with my computer. I've tried it in FireFox, but it doesnt even load at all to get to the error.

To verify your proxy server settings

1. On the Tools menu, click Options, and then click the Network tab.
   
2. Verify your settings in the Streaming proxy settings area.
   

• If you do not know what your proxy server settings should be, on the Network tab, select a protocol, click Configure, and then select Autodetect proxy settings or Use proxy settings of the Web browser (available for HTTP protocol only).
  

Source :
http://www.microsoft.com/windows/windowsmedia/player/9series/playererrors.aspx