First, welcome to HTS!
Second, I think you are confusing a few things my friend. If you have your own private router, you aren't on the same network as everyone else in the building (which is most likely the case), you have your own network which you control. Next, if you do have your own router, then you aren't using a normal proxy server. I'm not sure what it is, but there still could be something in between you and your ISP similar to a proxy.
beastiethe4th wrote:Is it possible or even legal to go into the network and remove or change some of the proxy settings? If so how could I do it?
Unless you own the network/router or have permission to change the proxy settings, no, it is illegal to change the
NETWORK'S proxy settings, but any settings on your own computer you can change whenever you'd like. i.e: you can't log in to the router's control panel or the proxy server control panel and start messing with it, but anything like in the windows control panel is yours to toy around with.
beastiethe4th wrote:I want to get into the network that I'm using at my apartment complex and clear things up so that I may surf more freely, and have a nice open connection for my PC and my gaming consoles.
I'm not sure, you could look into the available data rates of your ISP, your connection, your router, and your ethernet card, but that is a bit ahead of what most people do (generally it is impractical because you probably already have your bandwidth cap or it is ridiculously expensive to upgrade everything to faster speeds).