How to make proxy automatic configuration script for windows clients

I got the answer. Make REG file contains
===================================
REGEDIT4
[HKEY_CURRENT_USER\Software\Microsoft\Windows\Curre ntVersion\Internet Settings]
"ProxyServer"="192.168.0.101:8080"
"ProxyEnable"=dword:00000001
"ProxyOverride"="localhost;127.0.0.1;192.168.0.*;*.local"
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keep it on a shared location and set IE proxy script \\192.*.*.*\shared\script.REG .

What proxy server are you running? This would help with the answer.

If you are talking about the Windows Proxy Auto Discovery (WPAD), there are two ways to deploy the information to your clients:

1) via DHCP server - custom entry 252 WPAD with the string value of http://proxy_server:port/wpad.dat (example: http://proxy1:80/wpad.dat

2) via DNS server - add a DNS CName called WPAD that points to the fully qualified domain name of your proxy server.

In either case, your proxy server will also have to be configured for WPAD typically on Port 80. You can specify a port when using DHCP but you must use port 80 if you use DNS. If your Proxy server is also running IIS or other web server, then you must use an alternate port for WPAD. The WPAD.DAT file is created by your proxy server for the client. After properly configuring the servers, search for WPAD.DAT on your client PC and have a look at the contents. Any major configuration changes on your proxy server are saved down to the client.

Also, IE on each client must be set to Automatically Detect Settings in the LAN Settings. DO NOT set the browser to use a proxy server. After properly configuring the WPAD, it is much faster to allow the client to detect and receive the settings from the proxy server.

For more information, refer to: MS KB 260210 (http://support.microsoft.com/kb/260210/en-), MS KB 309814 (http://support.microsoft.com/kb/309814/en-us).