Delete Proxy settings in Internet Explor

Using NT 4.0 Workstation with Internet Explorer 5.5 on Novell 5.0 Server.
Have changed ISP and no longer wish to use the proxy settings in Internet Explorer.
In Internet Explorer 5.x pull down menu settings: tools, internet options, connections tab, Lan settings box under the Local Area Network (Lan) Settings section, under proxy settings, I have unchecked the box labeled: use a proxy server.
When station is rebooted or user logs in settings revert back to proxy enabled.
Is there anywhere else that this can be disabled?