I am using Avast! 4.7 and have set proxy as localhost port 12080 for http connections.
For past sometime when I boot my computer, it will pop up a window and ask for login ID and password for proxy server. I just cancel it and everything is fine. This happens randomly i.e. not every time I boot I get this message.
Well webshield is set exactly as what you have suggested. It doesn’t happen every day but sometimes only. I will take the screen shot next time when the login window pops up.