Well, not all ISP are the same, or play fair. It could be that your ISP force your connection to go through proxy server. Some ISP have been known to disrupt Bittorent and online gaming, or other contents.
If you could open your router settings, you check whether it was set to proxy or not. There's setting on you computer as well. Depending on your OS, the setting varies. If its Windows, generally, it should be in connection settings. You should check Internet Explorer settings as well, since it is considered one system with windows. I use Firefox, but some settings are guarded by Internet Explorer. If you use third party to manage your connection, there's that as well. Lastly, there's virus/trojan/worm in your computer. Well, I'm just speaking generally. Most problem are solved by checking these settings an set them to no proxy or default.
Edit: This may not be relevant, but do include Trickster in you Windows Firewall exception. Then includes Trickster in you antivirus exception as well. It might help.
An example of someone has set up a house connection with proxy settings.