Bob...here are most of the keys to set if you want to go the route of the proxy settings. It will set IE to use the proxy server of 0.0.0.0 (which is invalid of course) except for the domains you list in the Proxy Override key. The only problem I see with this solution is that the user has to have local admin rights to write the policy keys which prevent them from being able to change hte proxy settings back. If the users are local admins then you shouldnt have any problems with this.
Code:
$null = DelValue("HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Internet Settings","AutoConfigURL")
$null = WriteValue("HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Internet Settings","ProxyEnable",1,REG_DWORD)
$null = WriteValue("HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Internet Settings","ProxyServer","0.0.0.0:5555",REG_SZ)
$null = WriteValue("HKEY_CURRENT_USER\Software\Policies\Microsoft\Internet Explorer\Control Panel","Connection Settings",1,REG_DWORD)
$null = WriteValue("HKEY_CURRENT_USER\Software\Policies\Microsoft\Internet Explorer\Control Panel","Connwiz Admin Lock",1,REG_DWORD)
$null = WriteValue("HKEY_CURRENT_USER\Software\Policies\Microsoft\Internet Explorer\Control Panel","ConnectionsTab",1,REG_DWORD)
$null = WriteValue("HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Internet Settings","ProxyOverride","*.kixtart.org;*.kixforms.org",REG_SZ)
