Automatic Proxy and Exceptions within IE

welp, is this a stand alone computer or one part of a domain?

On domain based, computer group policy can handle the automatic configuration of IE for a proxy server and the firewall exceptions feature. On a stand alone computer, you just manually enter the information in IE LAN settings, edit the exceptions and the computer configuration is saved as part of the user profile OR you can do a local computer group policy that will apply to all users of the computer. Just open the group policy mmc and under administrative templates you'll find IE settings where you can configure IE for all users of that computer.

Search for proxy.pac via google!
You ?d have place the proxy.pac on a webserver and enter the url in the ie autoconfig script dialog. The .pac-file is java-script. You mac control the behaviour (proxy/local) for each request via the file!