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bxproxy.exe is probably adware or malware. The correct course of action is to delete this file, after backing up your hard drive, and scanning for more viruses.

bxproxy has been linked to the malware Trojan.BXProxy.Process, and should be cleaned as soon as possible. Spyware and malware often masquerade as legitimate files, so backing up your hard drive before deleting files is a very good idea.

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If bxproxy.exe was found on your hard drive, there's probably more adware or malware you haven't discovered. Get a free scan of your hard drive.