I cannot successfully save proxy settings for my Windows 7 computer. I already reset my IE, it did not help. I ran process monitor on my computer after entering the proxy settings and found that the inetcpl.cpl process (the "Internet Properties" dialog) sets the proxy like I specify and then it resets the same information.
Here's the log.
"Time of Day","Process Name","PID","Operation","Path","Result","Detail"
"11:28:17.8879567 AM","rundll32.exe","2264","RegSetValue","HKCU\Software\Microsoft\Windows\CurrentVersion\Internet Settings\ProxyEnable","SUCCESS","Type: REG_DWORD, Length: 4, Data: 1"
"11:28:17.8879868 AM","rundll32.exe","2264","RegSetValue","HKCU\Software\Microsoft\Windows\CurrentVersion\Internet Settings\ProxyServer","SUCCESS","Type: REG_SZ, Length: 34, Data: 192.168.1.2:8888"
"11:28:17.8880194 AM","rundll32.exe","2264","RegDeleteValue","HKCU\Software\Microsoft\Windows\CurrentVersion\Internet Settings\ProxyOverride","ACCESS DENIED",""
"11:28:17.8885601 AM","rundll32.exe","2264","RegQueryValue","HKCU\Software\Microsoft\Windows\CurrentVersion\Internet Settings\ProxyHttp1.1","NAME NOT FOUND","Length: 144"
"11:28:17.8887643 AM","rundll32.exe","2264","RegQueryValue","HKCU\Software\Microsoft\Windows\CurrentVersion\Internet Settings\ProxyEnable","SUCCESS","Type: REG_DWORD, Length: 4, Data: 0"
"11:28:17.8887813 AM","rundll32.exe","2264","RegQueryValue","HKCU\Software\Microsoft\Windows\CurrentVersion\Internet Settings\ProxyServer","NAME NOT FOUND","Length: 144"
"11:28:17.8887979 AM","rundll32.exe","2264","RegQueryValue","HKCU\Software\Microsoft\Windows\CurrentVersion\Internet Settings\ProxyOverride","NAME NOT FOUND","Length: 144"
"11:28:17.8891380 AM","rundll32.exe","2264","RegSetValue","HKCU\Software\Microsoft\Windows\CurrentVersion\Internet Settings\ProxyEnable","SUCCESS","Type: REG_DWORD, Length: 4, Data: 0"
"11:28:17.8891642 AM","rundll32.exe","2264","RegDeleteValue","HKCU\Software\Microsoft\Windows\CurrentVersion\Internet Settings\ProxyServer","ACCESS DENIED",""
"11:28:17.8891918 AM","rundll32.exe","2264","RegDeleteValue","HKCU\Software\Microsoft\Windows\CurrentVersion\Internet Settings\ProxyOverride","ACCESS DENIED",""