direct connection or system connection/proxy settings??

I'm no expert on computers, and i have no idea what it means by using a dirrect connection to the internet or system connection/proxy settings. So I don't know which one is better to use. Can someone give me advice or possibly an explanation?

 

Well dude. You should definitely try to use the system default connection first. I'm not too sure what a direct connection is but I think that a proxy is through another computer. Wait. Maybe direct connection is if your computer is the only one connected to the internet. So it would be "direct". I think I saw an example from the Network Connections Setup Wizard. Try default first, then a "direct" if you have a stand alone computer.