Changing proxy server (enabling or disabling) in Internet Explorer is not as easy as in Firefox (at least for me), especially if you want to test different proxies to see which one works. IE Proxy changer will help you in this context.
After installation, just minimizes to the system tray where you are only a right-click away from changing the setting; enables or disables the proxy, set it to a default setting or an alternate setting.
Remember you may need to restart IE when you change the proxy for the change to take effect. The program is clean and requires the .NET Framework from Microsoft to run.