Removing Proxy(Norton alert at setup)

Hello,

I did a terrible mistake by installing Cyberghost VPN on my Computer,(I think this is the problem) I cant play my most games because most recent game launchers have issues with proxy servers/settings. I already did Program Install/Uninstall from Control Panel, also checked my Firefox settings its fine no proxy in firefox. But my Norton 360 warns me something about proxy server when I re-install Norton (I normally downloaded norton downloader to reinstall my Norton 360, and at very start it warn me "A proxy settings delected on your machine, you should clear this settings if its not you") Norton also said "maybe a malware put this settings"  I dont think Cyberghost VPN is a malware but I want to delete this program entirely...

 

Any idea how I can delete permanently this? Norton can remove that program?

Please help