internet access clients - SBS2003

we're running a SBS2003 with WindowsXP Pro clients. some have
internetaccess through Winroute, proxyserver running on the server. 

Now I want to remove access on some of the clients, so I cleared the
proxyserver on the client from Internet Properties, LAN-properties.
(Connections is complete empty) Also I cleared everything on proxy,
advanced. 

But still the client has internetaccess. (rebooted)

How is this possible? 


Ben