Opus does not install any kind of proxy. What are you seeing which indicates it has done that?
Where did you get the installer from? Check the digital signature on it to make sure it is from GP Software and has not been modified by a third party.
The update checker connects to blog.dopus.com/ (a Google/Blogger server) for the news feed. Check that you can access both of those in your web browser. If you can't, and the problem doesn't go away (i.e. isn't a temporary internet or server issue), then the problem must be on your end. Both servers, and the update checker, are working fine for me at the moment.