VPN with Proxy Server

If the question below sounds like it's coming from someone that doesn't know what he's talking about, that's because it is. Question: I have a program that changes my Internet Explorer LAN settings externally -- this allows me to switch proxy servers without going into the LAN settings on IE. However, I am now connecting via a VPN, and those proxy server settings are not having any effect. Can someone tell me how to use a proxy server (change my IP address) with a VPN in Internet Explorer. Is it possible? Any input is much appreciated. I'll release the $5 to whoever provides the best answer. Also, anyone that thinks they could create a small program that forces a VPN users' IE to use the LAN proxy settings from IE, please respond -- if you're interested, I'll post a private auction. I'll check this posting in 8 hours. ## Deliverables 1) Complete and fully-functional working program(s) in executable form as well as complete source code of all work done. 2) Installation package that will install the software (in ready-to-run condition) on the platform(s) specified in this bid request. 3) Complete ownership and distribution copyrights to all work purchased. ## Platform Internet Explorer 5.5 and 6