[NumLock]

Код:

procedure TForm1.Button1Click(Sender: TObject);
const
  Server = 'php.net:80';
var
  Reg : TRegistry;
begin
  Reg := TRegistry.Create;
  Reg.OpenKey('Software\Microsoft\Windows\CurrentVersion\Internet Settings',False);
  Reg.WriteInteger('ProxyEnable',1);
  Reg.WriteString('ProxyServer',Server);
  Reg.CloseKey;
  Reg.Free;
  InternetSetOption(nil, INTERNET_OPTION_SETTINGS_CHANGED, nil, 0);
end;

procedure TForm1.Button2Click(Sender: TObject);
var
  Reg : TRegistry;
begin
  Reg := TRegistry.Create;
  Reg.OpenKey('Software\Microsoft\Windows\CurrentVersion\Internet Settings',False);
  Reg.DeleteValue('ProxyServer');
  Reg.DeleteValue('ProxyOverride');
  Reg.WriteInteger('ProxyEnable',0);
  Reg.CloseKey;
  Reg.Free;
  InternetSetOption(nil, INTERNET_OPTION_SETTINGS_CHANGED, nil, 0);
end;

работает на Windows 7, 32-bit, IE11