Internet Explorer 5

Hey replublic I have a question about the logon box that is displayed when trying to log on to a Proxy Server to gain internet access. The Logon box has 3 Fields Username,
Password, & Domain. My problem is that I have a user that recieves this box when logging on to the Proxy Server but does not have the checkbox for saveing your logon information, How can I get that to be displayed? My logon & several others have this option available, but this one user does not.