Vista internet security problem

There appears to be a problem in my security system that disallows internet programs from accessing my computer. For example:

My attempt to inspect my system with Secunia OSI failed (said my Java not loading). I believe it is loading, Downloaded and tried Secunia PSI. It could not connect and indicated that my internet explorer must be going through a proxy. I don't think so.

My ad-aware program cannot internally connect to download definitions. I must download them and install.

I cannot run McAfee site advisor on my system