I do this quite regularily. I was fortunate enough to inherit some quite funky .reg edit files, which i call from my logon .bat file
@ regedit.exe /s \\domainserver\netlogon\proxy.reg
and the proxy.reg file looks something like this
Windows Registry Editor Version 5.00
[HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Internet Settings]
"User Agent"="Mozilla/4.0 (compatible; MSIE 5.0; Win32)"
"IE5_UA_Backup_Flag"="5.0"
"NoNetAutodial"=hex:00,00,00,00
"MigrateProxy"=dword:00000001
"EmailName"="IEUser@"
"AutoConfigProxy"="wininet.dll"
"MimeExclusionListForCache"="multipart/mixed multipart/x-mixed-replace multipart/x-byteranges "
"WarnOnPost"=hex:01,00,00,00
"UseSchannelDirectly"=hex:01,00,00,00
"EnableHttp1_1"=dword:00000001
"ProxyEnable"=dword:00000001
so set a PC exactly as you want ie to behave, then update the proxy.reg file with the strings exactly as per your registry, and bobs a very good friend of your mothers...