See Web Proxy for details on automatic configuration scripts, proxy.pac, wpad, etc.
Common Errors:
Disable RunOnce in IE7
To prevent RunOnce from loading.
Windows Registry Editor Version 5.00
[HKEY_CURRENT_USER\Software\Microsoft\Internet Explorer\Main]
"RunOnceComplete"=dword:00000001
"RunOnceHasShown"=dword:00000001
