If your are connected to the Internet via a proxy server, specify the address (or host name) of the server.
Use default proxy settings - to use the default (Windows) settings of the server address and port. Click Modify to change the system settings.
Direct connection (no proxy) - if you are not connected via a proxy server.
Manual configuration - enter the address (or host name) of the server into the Address/Host name box and the port number into the Port box.