HTTP proxy blocking access to Amazon Prime

Hi There

Firstly I'd like to apologize for my computer ignorance so please be as simple as you can in your replies! I've been watching videos with no problems through the Amazon Instant Video app on my iPad mini via my home wifi.
Then a couple of days ago, I got the message, Proxy Detected: Your internet connection is currently using an HTTP proxy, content playback is not supported when a proxy is configured. I had not been doing anything to the settings, just using the iPad to watch video.

As I had the previous software on the iPad, iOS 7 I updated the software to iOS 8 however, no change and I still get the proxy detected message.

Can anyone advise on this and what is concerning me that someone may have hijacked my wifi please?

Many thanks