Unwanted WiFi proxy issue I have a Nexus 7 Android tablet.

When I connect to my WiFi at home it keeps automatically adding a proxy on localhost:3128 to the connection. When I remove the proxy it works for a few hours and then I see the proxy is back. 

I removed the WiFi connection and set it up again and I still experience this issue. I don't experience anything similar on my other devices like my Android phone.

Does anyone know how I can figure out what is causing this or how I can fix it (I don't want to do a factory reset)?
It seems to be a known "feature" if you use Kaspersky Internet Security:

http://forum.kaspersky.com/index.php?s=8ffe1c0b8684d5bd3d1353f0d074f528&amp;showtopic=260035

However, as you can see in the link above, it comes with a few issues. Disabling the 'web protection' component seems to do the trick.