Your Wow connection uses IE settings so try this even if your using Chrome, or Firefox. You should do this as an administrator.
Open up Internet Explorer
Go into Tools, then Internet Options
Click on the Connections tab, then the LAN settings button
Make sure that Automatic detect settings is checked
Make sure that Use automatic configuration script and Use a proxy server for your LAN are both unchecked
If the changes need to be made, change them, then click OK, then Apply, then close out Internet Explorer and try the installer again