You can find the connection settings in Tools > Options > Advanced : Network : Connection

If you do not need to use a proxy to connect to internet then select "No Proxy"

See "Firefox connection settings":

• https://support.mozilla.com/kb/Firefox+cannot+load+websites+but+other+programs+can

I've done this but I have to do it each and every time I open Firefox. Why can't I make that setting permanent?

You may have a problem with an extension if you do not keep settings.

Start Firefox in Diagnose Firefox issues using Troubleshoot Mode to check if one of the extensions is causing the problem (switch to the DEFAULT theme: Firefox (Tools) > Add-ons > Appearance/Themes).

• Don't make any changes on the Safe mode start window.
• https://support.mozilla.com/kb/Safe+Mode

See also:

• https://support.mozilla.com/kb/Troubleshooting+extensions+and+themes
• http://kb.mozillazine.org/Preferences_not_saved