Requsting Proxy Server logon information

[NeoWalker]

Client machine: Windows 95
IE Version: 5.5

I am having a problem where one of our windows 95 machines running IE 5.5 and logged onto the network keeps requesting the proxy server username, password and domain to access any web site.

All of the connection settings are correct and the user has permission to use the Internet, I have also ticked the "Save Password" option in window but when restarting IE it still requests the details.

Any help appreciated.

Thanks

NW.