Для проверки автоматического определения настройки используйте код:
RegistryKey registry = Registry.CurrentUser.OpenSubKey(
"Software\\Microsoft\\Windows\\CurrentVersion\\Internet Settings", true);
registry.SetValue("ProxyEnable", 0);
RegistryKey registry2 = Registry.CurrentUser.OpenSubKey(
"SOFTWARE\\Microsoft\\Windows\\CurrentVersion\\Internet Settings\\Connections", true);
registry2.DeleteValue("DefaultConnectionSettings", false);
registry2.DeleteValue("SavedLegacySettings", false);