Navigate the the location below in your registry and make the corresponding change.
The Value may need to be created.
Change the value of 'ProxyServer' to the format address:port. For example if your proxy server was called PServer and it was running on port 8080 then the setting would equal "Pserver:8080".
Also check and make sure that the value of "ProxyEnable" is set to "1", as well as the value of "ProxyOverride" to equal any local address's on your internal network.
Key: [HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Internet Settings]
Value Name: ProxyServer
Data Type: REG_SZ