Global proxy settings for all Windows applications in Windows Vista

The short answer is: you can't. There is no "global" proxy setting, because proxies are used by individual applications (like Internet Explorer, Firefox, etc.), not by Windows itself. However, some programs internally use Internet Explorer libraries to access the web, so they will use the IE setting, as posted by firedfly.

You can force individual applications to use proxies, even if the applications themselves don't support proxies, by using tools such FreeCAP or Socksify.

If you really do want to force all programs to go through a proxy it would have to be done at the network level, so you would need to establish a VPN connection to a service like Your Freedom or Steganos Internet Anonym.

The default proxy settings are set in Internet Explorer's options.

Tools->Internet Options->Connections tab->Lan Settings button

The proxy information specified here will be the system default. Though, not all applications use the default proxy settings.

You can set a global, machine level proxy by using netsh.exe. Run:

netsh winhttp set proxy <proxy server address> <exception list in quotes, seperated by ;>

Proxifier

Out of the box, you cannot set a global proxy for all applications to use. Although you can enter your proxy details in Internet Explorer as firedfly suggests, this will only work for certain applications (mostly Windows apps, but Google Chrome uses these settings.).

Privoxy does exactly what you are after. It will establish a connection to the proxy and route all of the traffic out it (excluding local traffic, of course). It works on both Windows and OS X, and even has a portable version.

Proxifier is a program that allows network applications that do not support working through proxy servers to operate through an HTTPS or SOCKS proxy or a chain of proxy servers.

With Proxifier you can work with any Internet client (browsers, FTP, IRC, BitTorrent, messengers, telnet, SSH, video/audio, games...) through a network that is separated from Internet by a firewall (only one open port is required for a proxy tunnel to bypass firewall).

I also used this program to answer my Force Steam (and other programs that do not specify proxy settings) to use a proxy question.

You can use group policy to set the default proxy server for all users:

In group policy: Local Computer Policy - Computer Configuration - Administrative Templates - Windows Componants -Internet Explorer - enable "Make proxy settings 'Per Machine'rather than 'Per User'" This setting makes it so you don't have to reassign the settings each time a different user logs into the machine.

Local Computer Policy - User Configuration - Windows Settings - Internet Explorer Maintenance - Connection - Proxy Settings. (You can define the proxy settings here)

Local Computer Policy - User Configuration - Windows Settings - Internet Explorer Maintenance - URLs (you can set your default home page, ect, here)

There also is an option to configure Windows Update to use a proxy server:

Netsh winhttp set proxy myproxy

Netsh winhttp set proxy myproxy:80 ";bar"

Netsh winhttp set proxy proxy-server="http=myproxy;https=sproxy:88" bypass-list="*.   contoso.com"

In our environment we ended up using: netsh winhttp set proxy 192.168.0.100:88 "<local>;*.company.com"