Warranty check asking for proxy configuration?

Im getting an error stating:
"Error - Your proxy setting was not provided and OpenManage Integration requires a proxy to run the warranty task."

I have read that this is just an internet lookup request and we dont have a proxy to get out to the internet.  

Is this something that needs to be setup on my firewall even though it sounds like the warranty check  just uses port 80 and port 80 is already open?

Im a bit lost on how to troubleshoot this.