Forcing all clients to Intranet site

I have a MS Proxy Server that has our company Intranet on it. This site is for internal use only. To get the employees to view the site, is there a way to force their start up page to be the company intranet site. Then they can go anywhere they want. I am running Winnt 4.0 on half the clients and Win95/98 on the others. Everyone goes through the Proxy to get out to the internet.
Thanks
Jeff