How to understand the wireshark captured packet problem?

but can't browse via Browsers (IE, Chrome, FireFox without any proxy config)

Maybe you just believe there is no proxy config, while there is one. What do you get if you run the following command on the client

telnet wpad 80

or

telnet wpad.your-internal-domain 80

Do you get a connection?

If so, please uncheck the following option in your browser and try again:

Firefox: Disable the option "Autodetect Proxy for this network" and select the option "no proxy".

Please read about Web Proxy Auto-Discovery Protocol (WPAD): http://en.wikipedia.org/wiki/Web_Proxy_Autodiscovery_Protocol

If wpad isn't an issue in your environment, please post a sample capture file somewhere (google drive, dropbox, cloudshark.org) and post the link here.

Furthermore check the firewall logs ;-))

Regards
Kurt