http://www.shrani.si/f/1d/C9/ZWmQXXv/default-hm-ok.jpg
That’s how it is set by default (in 4.8 and 5.0), but I’m thinking that it’s maybe not safe that way, because of the IE settings usage. Should I rather set it to Direct connection (no proxy) or it doesn’t really matter (the IE thing)?
Thank you! 
yeah ;D the problem in V5 is that any change to this setting is not retained (bug) , no big deal if you’re not behind a proxy, for those who are, there’s a problem.
Thanx for a quick answer! I’m still using 4.8 and I’m not behind a proxy, so, should I set it to Direct connection then?
yep, or use IE, won’t make much difference as your settings in IE are probably “no proxy” 
I made a change to this setting and it has been retained see image, so no bug for me, lucky again I guess ;D
I did because I didn’t really want avast having to check what settings, etc. in IE so I set mine to Direct connection in 4.8 also. Some people were having update problems, that strangely enough when switched to Direct connection and Auto Detest use IE settings, etc. the problem was resolved.
I’m using Avast 5 Free on WinXP Pro SP3. After installing, I set it to Direct Connection. I was in an Admin account at the time, and after some configuration I closed the Avast setup interface and restarted Windows. It retained the settings.
However, I have made some changes as a limited user. Some stayed and some didn’t. Those that didn’t would be maintained if I did them in the Admin account. The trouble is, I can’t remember which was which now. : ???
after some configuration I closed the Avast setup interface and restarted Windows
oups, I admit I didn’t reboot but just closed and reopened the GUI to check if the setting I changed was still there. So I’ll check again…never thought a reboot could be needed for this. Anyway as said for me those settings are not very useful…
edit: as expected it doesn’t work either here after a reboot, as there’s no such thing as setting not retained in the UI before a reboot, not active yes in some cases, but not retained no. So there’s a bug.
I agree with Logos, settings for proxy aren`t retained for Avast 5.0377.0 (free version) for direct connection or alternate proxy…not that it matters to me but would be useful for avast team to sort out for other users…