Internet Explorer Doesnt work but firefox does

I had this strange problem, Internet explorer and other browsers do not work but firefox does!

I suspected this could be because of Trojans in my computer.
Finally, my friend Mahendra did this,

Tools->Internet Options->Connections->Lan Settings and uncheck the "use a proxy server for detection". The proxy server settings works wrong when u r unsure of the actual proxy server IP. When we uncheck, it takes the default proxy settings into account.
Mozilla is a java browser which has different settings by default. Hence, it doesn't have this problem.

Thanks to Mahendra!