This Most likely is NOT a squidGuard issue, even if you can get to the site without going through squid. I just found a nifty little setting under, tools, internet options, advanced, http 1.1 settings: Use http 1.1 through proxy. Make sure there IS a check mark in the box. Sites known to be affected by this: www.dell.com, www.ebay.com (when making a purchase).
