detecting proxy settings

Have you been driven to despair by the "detecting proxy settings" message appearing in the status bar of internet explorer when using windows XP and hanging around for about 30 seconds while you fume? I have. And I'm delighted to share the secret of getting rid of it with anyone who has tried and failed to cure it.
Start up IE and from the Tools Internet Options menu option, choose the connections tab. Click on the "Lan settings" button at the bottom of the window and make sure none of the boxes are ticked. I'm not claiming to know exactly why this works, but it did for me - so hopefully it will for you.
Just in case you're wondering what "proxy settings" are in the first place - it refers to when the browser tries to save time by retrieving previously retrieved files from an intermediate location , the proxy server, rather than from the original host website. Unless you know differently.

And on a completely different tack. Does anyone know any major supermarkets in the UK that do any wholemeal cakes or scones that they would recommend?