When IE Proxy Settings was Bypassed

Problem Scenario:
Facing problem when accessing a particular site through ProxySG.

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Root Cause Analysis:
IE bypassing the IE proxy setting and directly accessing to the site http://www.first-aviva.com.tw/ (59.125.161.186) for retrieving XML and XSL files.

Downloaded and analyzed the JSP coding.
http://www.first-aviva.com.tw/cms/js/xml.jsp.

Some Googling and lead to the following links:
http://msdn.microsoft.com/en-us/library/windows/desktop/ms766434
http://msdn.microsoft.com/en-us/library/windows/desktop/aa384069

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Solution:

C:\>proxycfg
Microsoft (R) WinHTTP Default Proxy Configuration Tool
Copyright (c) Microsoft Corporation. All rights reserved.

Current WinHTTP proxy settings under:
  HKEY_LOCAL_MACHINE\
    SOFTWARE\Microsoft\Windows\CurrentVersion\Internet Settings\Connections\
      WinHttpSettings :

     Direct access (no proxy server).

C:\>proxycfg /?
Microsoft (R) WinHTTP Default Proxy Configuration Tool
Copyright (c) Microsoft Corporation. All rights reserved.

usage:

    proxycfg -?  : to view help information

    proxycfg     : to view current WinHTTP proxy settings

    proxycfg [-d] [-p  []]

        -d : set direct access
        -p : set proxy server(s), and optional bypass list

    proxycfg -u  : import proxy settings from current user's
                   Microsoft Internet Explorer manual settings (in HKCU)

C:\>
C:\>proxycfg -p 199.40.248.34:8080 ""
Microsoft (R) WinHTTP Default Proxy Configuration Tool
Copyright (c) Microsoft Corporation. All rights reserved.

Updated proxy settings
Current WinHTTP proxy settings under:
  HKEY_LOCAL_MACHINE\
    SOFTWARE\Microsoft\Windows\CurrentVersion\Internet Settings\Connections\
      WinHttpSettings :

    Proxy Server(s) :  199.40.248.34:8080
    Bypass List     :  

C:\>
C:\>proxycfg
Microsoft (R) WinHTTP Default Proxy Configuration Tool
Copyright (c) Microsoft Corporation. All rights reserved.

Current WinHTTP proxy settings under:
  HKEY_LOCAL_MACHINE\
    SOFTWARE\Microsoft\Windows\CurrentVersion\Internet Settings\Connections\
      WinHttpSettings :

    Proxy Server(s) :  199.40.248.34:8080
    Bypass List     :  

C:\>