Implenting Proxy Server

1) Can i install proxy Server 2.0 from Back Office Server on Windows 2000 Server ?

2) i have 4 Domains
Domain A
Domain B
Domain C
Domain NETWORK

On Domain NETWORK i have installed Back Office Server 4.5, i have configured Proxy Server 2.0 on this server.
Now i want the above mentioned Domain A, B & C to use this proxy server.
How do i make Proxy server to work for all the 4 Domains.

When i enable a Proxy Server in Internet Explorer in Domain A its asks for the user, passwd & Domain. the user in this domain does not have any authentication to the server which is in Domain NETWORK where proxy Server is installed.

now how do i make this proxy server to work for all the 4 domains without asking for user, passwd & domain ??