You need to get into the WinInet API's. There's quite a few of them. Search 
MSDN for WinInet and you'll find what you need.

Javier Plumey

>From: "Phil Perks" <philp@w...>
>Reply-To: "professional vb" <pro_vb@p...>
>To: "professional vb" <pro_vb@p...>
>Subject: [pro_vb] Programatically Setting IE Proxy Address
>Date: Wed, 7 Jun 2000 10:20:25
>
>-----Original Message-----
>From: Esquinaldo Jr, Paul [mailto:Paul.Esquinaldo@t...]
>Sent: 06 June 2000 22:02
>To: support@w...
>Subject: Programatically Setting IE Proxy Address
>
>Hi,
>
>I purchased "VB6 Web Programming" in hopes to gain insght on the code
>necessary to change the Proxy address in "Control Panel - Internet Options
>-
>Connections - Settings."  I've scanned the book but it does not reveal
>that
>small pearl of wisdom.  Can you please help?  I've tried to used the
>InternetExplorere object but no property is revealed to effect the change
>for me.  Point me in the right direction......please (this project is
>driving me crazy).  Thanks in advance.
>
>Paul Esquinaldo Jr.
>