I think it's good to have some sort of outbound traffic checking, but this behaviour could stem from you erring in the setup of variables like $HOME_NET in snort.conf. Please verify.
If your variables are OK, then there's a few ways to "mute" these alerts:
- Disable the rule,
- Change the flow in the rule towards the $HOME_NET,
- Write a "pass" rule,
- Add a BPF filter.
If 126.96.36.199? only offer HTTP-PROXY, and you trust them, then the easiest way IMHO would be to tack on a BPF filter. Read the Snort docs on how to do that, the manpage for tcpdump may help you construct the filter as well, and if you can't figure it out at least post what you tried.