Here is a bit of VB Script that will change the proxy settings of a machine if you are unable to access the Internet Explorer control panel or the Windows Registry.

USE AT YOUR OWN RISK

Copy and paste the script below into a new notepad document.  Alter "proxy.swgfl.org.uk" to the name of the proxy that you want to use.  In notepad save the script by using the Save As option, change the "Save as type" to all files, enter the "setproxy.vbs" as the file name and click save.

Set WshShell = WScript.CreateObject("WScript.Shell")
WshShell.RegWrite "HKCU\Software\Microsoft\Windows\CurrentVersion\Internet Settings\ProxyServer", "proxy.swgfl.org.uk:8080"
WshShell.RegWrite "HKCU\Software\Microsoft\Windows\CurrentVersion\Internet Settings\ProxyEnable", "1", "REG_DWORD"
WshShell.RegWrite "HKCU\Software\Microsoft\Windows\CurrentVersion\Internet Settings\ProxyOverride", "<local>"