I don't know anything about that particular software, but I suspect it's just creating a local proxy and has reconfigured your browser to use it. Assuming you're using Windows and Internet Explorer, go to Tools->Internet Options->Connections->LAN Settings, and see if Proxy server is checked. If so, uncheck it and hit OK to save the changes. If you’re using Firefox, it’s under Tools->Options->Advanced->Network->Settings, and check No Proxy.