The script you were provided configures a proxy though which you can connect to the Internet while at the bank. It's of no use to you at home. It's surprising you weren't provided with a script to disable the configuration.
In order to disable the proxy, it should be sufficient to merely set the ProxyEnable key to zero. You can achieve this by using the 'regedit' utility, navigating to 'HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Internet Settings'. Double click ProxyEnable and change the value to 0.
Important: Serious problems can arise if the registry is edited incorrectly. If you have any concerns about what you are doing, back up the registry first or create a system restore point. See Microsoft's site for details: Backup up the registry
The following script will also disable the proxy. Just copy the contents into a plain text file and save, change the file extension to '.reg', then double-click to run.