Opera always re-requests proxy authentication after restart

Most probably, your proxy is blocking the WebSocket protocol. Chrome before version 14 and IE don't support it, so they are not affected.

Go to the URL about:config, search for the key network.websocket.enabled and switch it to false.

Use the registry key:

HKLM\Software\Policies\Microsoft\Windows\CurrentVersion\Internet Settings

to set the binding of:

ProxySettingsPerUser

to:

1

in order to persist your settings.

In addition, set:

ProxyEnable

to 0.

As an alternative, add a list of sites to the Internet Zone which bypasses the proxy as a workaround:

• Internet Options => Security => Local Intranet
• Click Advanced

• Put a site you access in the text field, such as:

  *://*.superuser.com
  

• Click Add

• Repeat for others, such as:

  *://*.stackoverflow.com
  *://*.stackexchange.com
  

Or create a script to generate the list and append it to the following file:

file://c:/windows/system32/drivers/etc/proxy

References

• Internet Explorer security zones registry entries for advanced users

• Registry Reference: Disable changing proxy settings

• How to Use Wild Cards When You Add Web Sites to Security Zones

• Understanding security zones

• Understanding Web Proxy Configuration

• The Local Intranet Zone and Proxies: The Surprising Connection

• How to strengthen the security settings for the Local Machine zone in Internet Explorer