The best way to do it is to use a registry app that can export (I use resco but you can also use dotfred's task manager--google it). I can't remember if PHM can export or not.
What you do is called diffing. You export the entire registry, then make the change you want (in this case modify the proxy server) and then export the registry again. Then you bring both of those files over to your PC and use an app like Windiff or compare it to diff the two files. That is a sure-fire way to find the registry entry you're looking for.
Have fun.
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