Proxy server

Depends on how the Proxy is running. However, the proxy itself (unless you're using an app for it) should not be launching apps by itself. It can load ads and pages if the proxy is hacked/malicious, but not run apps (unless you've set up links to open automatically in supported apps, like a link to a map in Google Maps or a flip on Flipboard).

If the proxy is not set up by an app, then just head over to your phone's Connections settings, find the WiFi connection you're on, and make sure that there is no Proxy information loaded up.