How to change LAN Settings (proxy configuration) programmatically

Question

I am writing a program to automatically switch my proxy address based on the network I am connected to.

I have so far got everything to work except the part that I have

Answer 1

Better than http://support.microsoft.com/kb/819961, via .REG file, we should refer http://support.microsoft.com/kb/226473 "How to programmatically query and set proxy settings under Internet Explorer", use InternetSetOption().

As http://blogs.msdn.com/b/ieinternals/archive/2013/10/11/web-proxy-configuration-and-ie11-changes.aspx said: "Rather than attempting to “poke” the registry directly, the proper way to update the proxy setting is to use the InternetSetOption API."