I try to turn off proxy but the box that says "save" is grayed out so will no activate. I turn off proxy but then a bit later I find that it is back on and I can not go to any site. I have win 10

Hi rlgies,

Are you trying to change this settings on your client or DC, the proxy settings can be force setting a option, please check whether you have use the force policy, you can refer the following article to know how to check it.

How to Force Proxy Settings Via Group Policy

http://social.technet.microsoft.com/wiki/contents/articles/5156.how-to-force-proxy-settings-via-group-policy.aspx

Im glad to be of help to you!