Try doing this:- Click on the three horizontal lines at the top right corner of the Mozilla browser. Click on 'Options'. Then sub-menus will appear on the left hand side. Click on 'Advanced'. Then click on 'Network'. The you will see the heading 'Connection'. Beside that there will be 'Settings'. Click on that and there you can set to 'No proxy'. Hope this help. Let me know.

Thank You.

Saurabh, you are wrong, i did not asked on hot to connect without proxy, i need opposite thing. I already have proxy configured in Firefox, that is not my issue.

Relying on an extension or profile specific setting to block internet access is usually not safe. It can be bypassed in a lot of ways. Best is always to use software that runs at the system level (firewall) to block all internet access and only allow access via a specific connection (proxy, PAC) and use the auto-detect or system proxy setting in Firefox.

cor-el: Thanks alot, the system based firewall would be the solution probably! Please kindly which phrasse should i google to find firewall with appropriate function?

There is the Windows Firewall, however you might also find great help for Windows in this forum as well: http://www.bleepingcomputer.com/forums/