I think this is what looking for:
"Proxy Autodiscovery provides a DHCP client with a Uniform Resource Locator (URL) that points to the proxy configuration file. The configuration file is created by your network administrator during the deploymentof Internet Explorer 5.0 on your local intranet. The configuration file may contain settings for other Internet Explorer 5.0 configuration options, such as the default home page, or settings for locating and using a proxy server."
Proxy Autodiscovery is available for Windows 2000 DHCP clients using Internet Explorer 5.0 or greater.
To add Proxy Autodiscovery functionality to your Windows 2000 DHCP server:
1. In DHCP Manager, right-click the appropriate DHCP server and press Select Predefined Options.
2. In the Option Class dialog, Select Standard Options and press Add.
3. In the Name column, type Proxy Autodiscovery Option.
4. In the Data Type dialog, press String and clear the Array box.
5. Press the Code box and type 252.
6. Select the Description box and type a brief description. Press OK.
7. Select the String box and type the URL that points to the location of the configuration file.
8. Press OK and exit DHCP Manager.
For each scope you wish to configure:
1. Double-click the appropriate scope in DHCP Manager.
2. Right-click Scope Options and press Configure Options.
3. Press Advanced.
4. In Vendor Class, press Standard Options.
5. In Available Options, select the 252 Proxy Autodiscovery box, and press OK.
