When I login to the aLobby I get the message I would use a proxy or a VPN - why?

The message in full:

You are using a proxy or VPN to access the aLobby. This does not comply with our rules. Please do not use these methods in order to continue playing.

The message has the following background:

The aLobby checks with every login whether the user uses a proxy or a VPN to access the internet. Since we want to deal with honest players in the community, the aLobby checks the IP of each login against various external databases to check whether the IP is contained in these. If this is the case, the login will be rejected.

This check is also for your security:

You have to do this when you get the message:

You can try to solve the problem by restarting your Internet-/WiFI-Router.