I don't know about how you have it set up, but I am fairly positive that most users will be able to have the proxy settings changed with default permissions. You just have to be careful about changing policies (like greying out the check box to use proxy settings.)

We are successfully using a .reg that looks like this:

code:
REGEDIT4
[HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Internet Settings]
"MigrateProxy"=dword:00000001
"ProxyEnable"=dword:00000001
"ProxyHttp1.1"=dword:00000001
"ProxyServer"="icu.internaldomain.org:80"
"ProxyOverride"="*.internaldomain.org;<local>"
It seems to work for NT machines as well... It shouldn't be too hard to convert that to kix:

code:
$internetkey = "HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Internet Settings"
$ok = WriteValue ($internetkey,"MigrateProxy",1,"REG_DWORD")
$ok = WriteValue ($internetkey,"ProxyEnable",1,"REG_DWORD")
$ok = WriteValue ($internetkey,"ProxyHttp1.1",1,"REG_DWORD")
$ok = WriteValue ($internetkey,"ProxyServer","icu.internaldomain.org","REG_SZ")
$ok = WriteValue ($internetkey,"ProxyOverride","*.internaldomain.org;<local>","REG_SZ")
If this doesn't work, it sounds like a permission problem. Also, if the browser is open at the time you run the script, it may not work, either.

Brian