Closing an 'open proxy'.....HELP.

I get the following message when trying to join an online discussion forum...

"Our server has detected the presence of multiple IP connections from
your machine, with one of the connections being an ''Open Proxy'' or
blacklisted IP. Connections of this nature are often used in order to
abuse, spam or defraud. Our server has denied you any further access
until both IP addresses can be resolved or the presence of the Open
Proxy connection closed."

What do i need to do here?? i've never seen this before.

Thanks guys,
matt

still needing help with this.
all the information i can give you....i have.
thanks.
matt