Screen savers:
HKCU\Software\Microsoft\Windows\CurrentVersion\Policies\Explorer\
Under Explorer add a new DWORD called "NoDispScrSavPag" and set its value to 0x00000001 (double click it once created and just type a number one in the edit fieldthat comes up). This is specific to Win2K.
Proxy Server:
HKEY_Current_User\Software\Policies\Microsoft\Internet Explorer\Control Panel\Proxy
Proxy is the DWORD to add, value is 1 to disable allowing the user to change it. You may have to addthe keys "Internet Explorer" and "Control Panel." This is specific to Win98.
If these are not the OS you have, please let me know and I will search for specific to your OS--contact me via TR. However, I think they will point you in the right direction. Please back up your registry before editing.
HTH