there is 2 ways.
or three.
you can customize IE install with IEAK.
that's one.
second is removing that auth method for asking pass etc.
dude, autocomplete should ALLWAYS be turned off in corporate usage.

on the part of the auth, you can have your *nix machine (with a little settings change) do the auth differently.
if you really want to do the auth based on the account stuff, set in IE for it to allow pass logon info via it.
and that can be made with reg change or IEAK or policy or...

basically all you need to have is group that's defined for proxy and check on the user info (not even IE settings required) about the currently trying user...
with kix you can add some stuff there... or PERL or TCL...

depends how much you want to do.
but seems that you are ready to do some really much if you have LDAP running on nix and you are really going to use it with wintosh stuff.
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