I've continued on with my own research, and I seemed to have fixed my son's computer I removed the Wajam program, and in doing so it also fixed my proxy server error message problem.
On Windows 8, I went to the computer's Settings, then Control Panel, then Programs and Features. I scrolled down to Wajam, I right-clicked on it, and chose Uninstall/Change. A Wajam box popped up asking my why I was uninstalling it (ha! there was no "because it disabled my computer" option, so I clicked something else), then I clicked Next, and just like that Wajam was uninstalled and the internet began working again!
Hope this helps anyone else with wajam problems.