The proxy settings are not configured correctly for Web discovery?

[Bruce W.1]

In Visual Studio when I go to make a Web Reference I get this error:

The proxy settings on this computer are not configured correctly for Web
discovery.

This explains it, yah right:
http://msdn.microsoft.com/library/d...vsintro7/html/vs_e_mustspecifyproxyserver.asp

Well here it's just me and my Linksys firewall. I don't have a proxy
server. In the Linksys control panel I can't find any mention of proxy.

Is there a workaround for this?

Thanks for your help.