Do this!
Control Panel > Internet Options > Connections Tab > LAN Settings > Uncheck Automatically Detect Settings
See Also
Steam Support :: Your account has been blocked from participating in the Steam Community.Steam | Market OverviewSteam Market Restrictions.10 Of The Most Insanely Expensive Digital Items On Steam MarketplaceWindows, for compatibility reasons, has Automatically Detect Proxy settings enabled. It unfortunately adds a significant lag to loading web pages in Steam as well as other internet dependent applications. Nearly no one needs this compatibility feature anymore, worst case if something goes wrong simply re-check the box. To disable this option follow the TL;DR at the top.
