I forgot to double check that you are on Windows (you can run IE on Linux etc.), and that you are using a Domain Controller, with roaming profiles?
If so, you can set/edit a user profile. Read up on the different techniques:
If not, there is always Transparent Proxying
In reply to Re^5: Scriptable way to set a user's Proxy Server
by ghenry
in thread Scriptable way to set a user's Proxy Server
by slloyd
| For: | Use: | ||
| & | & | ||
| < | < | ||
| > | > | ||
| [ | [ | ||
| ] | ] |