I agree with Nicholas here that setting the proxy via registry directly is
not the supported way, it will also requires you to restart existing IE
processes to use the new settings.
The supported way is to use InternetSetOption as following KB suggested:
#How to programmatically query and set proxy settings under Internet
Explorer
http://support.microsoft.com/kb/226473
However, I haven't found any existing managed code to do this. You may need
to use C/C++ to create wrapper DLL and call it from managed code using
P/Invoke.
Let me know if there's anything else I can help.
Regards,
Walter Wang (wa****@online.microsoft.com, remove 'online.')
Microsoft Online Community Support
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