[Solution] Windows 10 Store application says "Check your connection"

When you try to open Store application in Windows 10, you always get the "Check your connection" screen with error code 0x80072EFD. However, your computer is connected to Internet, and other applications can access it.

Solution (if you have a direct connection to Internet):

• Press the Windows key.
  
• Type Internet Options and press ENTER.
  
• Go to Connections tab.
  
• Click LAN settings button.
  
• Uncheck the Use a proxy server for your LAN check box.
  
• Click OK.
  
• Click OK.
  

Tip 1: If some other programs will stop detecting Internet (in my case it was Dropbox), go to their settings and change "Automatically detect Internet connection" to "Direct Internet connection."

Tip 2: This "Use a proxy server for your LAN" setting is restored time to time. If you have again problem with Store application, repeat the steps above.