This script will help you to enable proxy setting on internet explorer. This is an simple script which works perfectly.
Regards
Pawan Dandriyal
ENABLE PROXY SETTING<?xml version="1.0" encoding="utf-8"?>
<ScriptExport xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xmlns:xsd="http://www.w3.org/2001/XMLSchema" xmlns="http://www.kaseya.com/vsa/2008/12/Scripting">
<Procedure name="Enable Poxy Setting On IE" treePres="3" id="1649112813" folderId="23311394112138141172243148">
<Body description="This script will Enable the Poxy setting on users machines.

By
Pawan Dandriyal">
<If description="This script will make a list of exclusions that you can surf to but block all other traffic. Enter allowed sites in Step 1, separating them by a semilcolon ;. List can contain *.domainname.com. This also removes the Connections Tab under the properties of Internet Explorer so that proxy settings cannot be changed. 
">
<Condition name="True" />
<Then>
<Statement description="" name="SetRegistryValue" continueOnFail="false" osType="Windows">
<Parameter xsi:type="StringParameter" name="RegistryPath" value="HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Internet Settings\ProxyEnable" />
<Parameter xsi:type="StringParameter" name="Value" value="1" />
<Parameter xsi:type="EnumParameter" name="DataType" value="Integer" />
</Statement>
<Statement description="" name="SetRegistryValue" continueOnFail="false" osType="Windows">
<Parameter xsi:type="StringParameter" name="RegistryPath" value="HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Internet Settings\ProxyServer" />
<Parameter xsi:type="StringParameter" name="Value" value="192.168.0.1:8080" />
<Parameter xsi:type="EnumParameter" name="DataType" value="String" />
</Statement>
</Then>
</If>
</Body>
</Procedure>
</ScriptExport>
DISABLE PROXY SETTING![Geeked]()
<?xml version="1.0" encoding="utf-8"?>
<ScriptExport xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xmlns:xsd="http://www.w3.org/2001/XMLSchema" xmlns="http://www.kaseya.com/vsa/2008/12/Scripting">
<Procedure name="Disable Poxy Setting On IE" treePres="3" id="522158554" folderId="23311394112138141172243148">
<Body description="This script will disable the Poxy setting from users machines.

By
Pawan Dandriyal">
<If description="This script will make a list of exclusions that you can surf to but block all other traffic. Enter allowed sites in Step 1, separating them by a semilcolon ;. List can contain *.domainname.com. This also removes the Connections Tab under the properties of Internet Explorer so that proxy settings cannot be changed. 
">
<Condition name="True" />
<Then>
<Statement description="" name="SetRegistryValue" continueOnFail="false" osType="Windows">
<Parameter xsi:type="StringParameter" name="RegistryPath" value="HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Internet Settings\ProxyEnable" />
<Parameter xsi:type="StringParameter" name="Value" value="0" />
<Parameter xsi:type="EnumParameter" name="DataType" value="Integer" />
</Statement>
<Statement description="" name="SetRegistryValue" continueOnFail="false">
<Parameter xsi:type="StringParameter" name="RegistryPath" value="HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Internet Settings\ProxyEnable" />
<Parameter xsi:type="StringParameter" name="Value" value="0" />
<Parameter xsi:type="EnumParameter" name="DataType" value="Integer" />
</Statement>
<Statement description="Delete the specified registry value" name="DeleteRegistryValue" continueOnFail="false">
<Parameter xsi:type="StringParameter" name="Path" value="HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Internet Settings\ProxyOverride" />
</Statement>
</Then>
</If>
</Body>
</Procedure>
</ScriptExport>