From the WinPatrol log you posted, I am able to ascertain that the system has some connection with a domain registered from Romania. This is evidently due to a proxy in use. Is this what you wanted and did you set this up?
This behavior seems related to the program WatchGuard. Did you install this and do you use it for this purpose? I suspect that this is actually by design and such behavior is intended for avoiding, or confusing a "sidejack". Sidejacking is a relatively new technique wherein a remote hacker, using web sniffing tools, can find the IP address of any user connected via a shared wireless connection, and view a listing of every place that user has browsed on that network (for that session).
If this isn't something that YOU set up, then it's entirely possible that someone (remotely) has already sidejacked that system.
Other than this particular item I've noted, I see no other questionable event or item from anything you've posted so far. That said, if your issue persists, then we do need to take that system offline, uninstall McAfee (making certain first, that you've "un-encrypted" the hard drive)...in order to take a deeper look inside the box so we can decide which way to proceed. Let me know if this is something you'd like to do. Thanks!