Click Start
Click Run
Type dsa.msc and click OK
In the window that comes up, right click on the node in the left pane that
contains your domain name.
Choose Properties from the popup menu.
Click on the Group Policy tab
Click on Default Domain Policy and then on the Edit button
Expand User Configuration\Windows Settings\Internet Explorer Maintenance and
then click on Connection
Double click on Proxy Settings in the right pane
Change the proxy settings to be what you desire
Click OK and then close / click OK on all the previously opened windows.

 

The next time that your users logon, their proxy settings should be
configured.  Note that Group Policy application depends on a valid and
properly configured DNS server located somewhere on your network.