If you are not able to change the proxy settings as they are blocked it by the domain policy,
you can change the registry settings if you are a local administrator...
[HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Internet Settings]
"ProxyServer"="<your proxy IP address>:8080"
"ProxyEnable"=dword:00000001
"ProxyOverride"="<local>"
