Something about a proxy in iTunes

My brother keeps complaining about a proxy on iTunes. Since he's completely irresponsible when it comes to computers, he ended up with some stuff on his desktop and I had to clean it all up, and now he's talking about getting a proxy error. I fixed it on the browsers, but I have no idea what that's about for iTunes. Is there just an option I need to change, or any other ideas?

Make sure your brothers computer is clean of viruses and other malware. Download and run free Malwarebytes and CCleaner. Use free Glary Utilities too. Report back and tell us what you find