If you use the excellent Pentadactyl plugin for Firefox to get vim super-powers to the browser, here is a quick and painless way to toggle between a direct connection to the internet or using the default proxy settings. Add this to your
command proxy -nargs=1 :set! network.proxy.type=<args>
nmap up :proxy 1<CR>
nmap np :proxy 0<CR>
up(Use Proxy) will enable Manual Proxy Settings while pressing
np(No Proxy) will use Direct Connection.
network.proxy.typecan take other values which might be suited to your setup. You can change the key bindings too.