Signing into NT domain

I want to access the high speed Internet access at work with my laptop, but I don’t want to log into our NT domain server to get to the Proxy server to get out. With windows 98, all you had to do was supply a windows network password, and you got access to the network. I want to do this with my XP Pro laptop, but do not want to take the time to setup a network connection in XP. Is there a way to set up my laptop to get to and through the Proxy server to the internet? When the laptop was running Win 98, all I had to do was supply a windows network password, never told it to log into the domain, told Internet Explorer to go through the Proxy, and I could get my e-mails and antivirus updates quick and easy. I also had access to my work machine to pull off CAD files. Is there a way to do this with Win XP Pro?