I believe Auto Detect is for when you only have Internet access via a proxy. If you have a normal gateway, auto detect will always use that.I have no idea how it works, never known anyone use it.
Unless you know, for definite, that your Internet access is via a proxy server then leave all of those configuration options set to off.
If you are just connecting to your ISP, you are not connecting via a proxy server. leave the settings set to off.
An example of a proxy server would be on a company intranet where the firewall blocked all direct web access. The proxy server would then manage all the web traffic.