A number of years ago, I rationalised the way that IE proxy settings were delivered to supported systems. Previously, this had been done via installation scripts, which were not enforced after application, so were prone to subsequent error.
To achieve consistency and ease of deployment Group Policy was used. Back then there were Internet Explorer Maintenance GPO settings, which allowed the LAN Proxy setting to be deployed easily. However, I also wanted to make consistent the delivery of VPN settings. This was also achieved by using Group Policy to deliver a VPN address book (rasphone.pbk) to the clients.
In order to get the correct proxy settings assigned to those VPN connections, I used a little scripting.
First, find out on my test machine what the text in the IE proxy GUI translated to, where I had already setup the VPN connections and set the correct proxy settings:
Then use the results of that to create a new vbs script to be pushed out as a User login script: