We use the Cisco VPN for OS X here on the Mac at work, and I found that the VPN appears to "capture" the proxy settings when the VPN connects. Once the VPN is on/connected, nothing you can do will change the proxy settings, even when you change them manually using the Network Control Panel. For example, you can set the proxy manually to www.google.com:80, then start Safari, and find that every site looks like Google. Then start the Cisco VPN and finally turn off the HTTP proxy. You'll find that every site will still look like Google until you disconnect the VPN, at which point your network will resume paying attention to the proxy settings you configured in the control panel. It may not be possible to fix this issue.