Prtable computer and proxy server

I am configuring a portable computer to access the internet via a MS Proxy 2.0 Agent while on the LAN. When not on the LAN the computer will not connect to the dial up AT&T account unless I manually disable the Winsock proxy client. Is there anyway to automate this action as the user has to change the setting and reboot each time they change location from the office to the outside world. Also they must change the default account in the email account settings as there are different SMTP servers depending on location.