Your software correctly throws up a big yellow warning message about when the system proxy has changed. But after that it seems not to realize when it's changed ....yet again ... back to being "checked" under the Windows "Lan Settings" dialog boxes.
So, not a big deal but if you can make the message go away by monitoring that setting it would be cool. Or maybe even change the message to "green" when the checkbox gets ticked again and let the user dismiss it that way just so they know the current state. So, bounce between green and yellow colors depending on the "current live" setting. That would be fun! :)
Or just take it away and put back up as the user playfully ticks and unticks the box to see if your software is paying attention. More fun!!!