Tell me what your email is, I wrote a program real fast in vb. I'll send the source (the module is from the internet), and the exe. If you don't have vb, you can still read the code in notepad. The main code is fairly short and commented.

btw it sets it in the registry: under "HKEY_CURRENT_USER\SOFTWARE\MICROSOFT\WINDOWS\CURR ENTVERSION\INTERNET SETTINGS" "ProxyEnable"
and im guessing since you want this its probably for doing it on mass numbers of computers, ie schools'? am i right...