You could try using the HOSTS file which is located at "C:\Windows\System32\drivers\etc". Open the HOSTS file in Notepad and add this line to the end:
then go to File > Save. Close your browser if it's open, re-open the browser, it should stop www,megaproxy.com from opening.
NOTE: I have added a comma rather than a fullstop to the web addresses above so that they would show, replace the commas when you add the addresses to the HOSTS file.