have the script: (pseoducode follows)
code:
findproc(@wksta,"iexplore.exe",1)
writevalue() to enable proxy
run ("%comspec% /c start www.msn.com")
$currentIE = findproc(@wksta,"iexplore.exe")
$currentIE will be the PID of the one called by the code

you can then run it in a loop every X seconds returning the PIDS of all iexplore.exe and terminate all PIDS not $currentIE

if there $currentIE isn't running, use writevalue to disable proxy and findproc() to kill all IE windows
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