Further note on the quick way of switching on/off the IE proxy...
after creating the .bat files to run the regedit command, I created shortcuts to the .bats and moved the shortcuts to the IE links bar. Then (after a bit of moving things around) the buttons to do the switching appear at the top of the IE window...

Something useful for mucking around with registry keys:

1. Find the key you want to change
2. Export it to a file using the menu option in regedit
3. Change the text file to the setting you want (be careful! - you can delete everything else except for the line you want to change...)
4. Import the file using commandline "regedit -s .reg"
5. You can put this in a .bat file in order to make a clickable shortcut to it

I used this to make a shortcut way of switching on and off my Internet Explorer proxy setting... by the way the key for this is in:

[HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Internet Settings] - key name is ProxyEnable