Web proxy is not configured to accept connections

Hello,
I have some troubles with SB Poxy.
Here is the message from Win7:
" The device or resource (Web proxy) is not configured to accept connections on port 21320. "
This problem appears randomly during web acces by browsers.
First I thought it came from the proxy proposed by Firefox or Chrome.
So I disable proxy of browsers. But the problem persisted.
That's why I decided to disable the proxy option of SB.
Today, I have no problem connecting to the web, and therefore no more error message from Win7.
But now, what about security?
And I lost a option witch it's strongly recommanded to activate it.
Thank you for your help.
Best regards