[CentOS] Centos 6 - vnc - authentication is required to set the network proxy used for downloading packages

A window keeps popping up on my remote desktop stating "authentication is
required to set the network proxy used for downloading packages.  An
application is attempting to perform an action that requires privileges.
Authentication as the super user is required to perform this action" and asking
for the root password. If I hit cancel it comes back several minutes later.

I've found several references to this issue doing various google searches, but
nothing that clearly states a solution.

How can I get rid of this?

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