Open the Group Policy Editor by clicking "Start," typing "gpedit.msc" (without quotes) into the search box in the "Start" menu and pressing "Enter."
Expand the "Administrative Templates" folder under "User Configuration" in the left sidebar of the "Group Policy Editor" window by clicking the arrow to its left.
Expand the "Windows Components" folder under "Administrative Templates" in the left sidebar of the "Group Policy Editor" window by clicking the arrow to its left.
Click the "Internet Explorer" folder under "Windows Components" in the left sidebar of the "Group Policy Editor" window.
Sort the list of Internet Explorer group policy setting names alphabetically by clicking the "Setting" header at the top of the right pane of the "Group Policy Editor" window.
Scroll down in the list of group policy settings in the right pane and double-click "Disable Changing Proxy Settings."
Enable the restriction by clicking "Enabled" at the top-left corner of the "Disable Changing Proxy Settings" window and clicking "OK."