"This error normally occurs when people are attempting to use Bittorrent or another p2p while registering on the forum. The website checks your connection for open proxy's, and if it cannot make a connection to your machine, this error will be generated. If you have some kind of excessive download is progress, simply try again a bit later after terminating them. Also, if you are using Firefox, try clearing your cache before revisiting the forum, as this sometimes is a problem too."
The biggest issue seems to be Firefox keeping this page in cache. Usually clearing the cache and retrying will fix this issue.
Goodness, so all I needed to do was to close down bittorrent? Well, it's all good now, but I think you should inform people about that a bit more. At least make it clearly visible in the first post of the sticky.