So I first did this:
C:\windows\system32 > regsvr32.exe /u actxprxy.dll
and then register it again:
C:\windows\system32 > regsvr32.exe actxprxy.dll
regsvr32 "C:\Program Files\Internet Explorer\ieproxy.dll"
if you are running 64 bit windows, try this:
regsvr32 "C:\Program Files (x86)\Internet Explorer\ieproxy.dll"