Have a look here: Proxy settings of different browsers.

MSIE's proxy configuration is stored in the registry at the key 

HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Internet S
+ettings

[download]
Win32::TieRegistry allows you to extract it easily. (or not so easily, but it at least makes it possible :))

In reply to Re: Finding Internet Explorer proxy config by Ieronim
in thread Finding Internet Explorer proxy config by Jeppe

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