Another method.
You can use that script, to operate Windows registry trough COM. .txt]http://www.mircscripts.org/downloads/regman[12-18].txt
IE stores proxy settings in a key: HKCU\Software\Microsoft\Windows\CurrentVersion\Internet Settings\ProxyServer
Format is http=host:port;ftp=host:port;socks=host:port etc.
Use regedit to examine that settings.
HEX value on HKCU\Software\Microsoft\Windows\CurrentVersion\Internet Settings\ProxyEnabled must be set to 1.
But be carreful. Windows registry is a dangerous place for experiments smile

Sorry for my english.