This tutorial is only applied for Internet Explorer 5.0 and above, and only be applied if your PC is logged in to the domain.
To set the same proxy for all PCs (only applicable to Internet Explorer) which are in domain is an easy task, and you don’t have to set one by one for all PCs located in your LAN (imagine to configure more than 100 PCs on a LAN). What we have to do is just set the Domain Policy. You can apply the profile Globally (in Domain Default Policy), or only for some group (Group Policy). The example below is applied for global profile.
The step is, open the Administrative Tools in your Windows 2003 Server then choose Active Directory Users and Computer. Right click your domain REALM, choose Properties. This will take you to this window.
Click on Edit, and start configure your Domain Policy. The next step is to configure the proxy server. There are two choices to apply the proxy server. Either you can use proxy server, or Automatic Browser configuration (use a script to configure your server, you can search more about this using the keyword "proxy.pac" on search engine). In this case, I’ll use the proxy configuration.
As you can see on the picture (click to enlarge the image), after your Group Policy is opened, choose User Configuration – Windows Setting – Internet Explorer Maintenance – Connection. On that screen, choose Proxy Settings.
The rest are just the same like when you configure your proxy server on your Internet Explorer. You just fill in the proxy server, put some IP or URL which you want to be bypassed from the proxy, and that’s it.
After you setup everything, now try to re-login to any account (if you applied this configuration on Default Policy), and check your Internet Explorer configuration. The proxy should be there now.