EXPERT RESPONSE
Generally, proxy settings will be managed by Group Policy based on computer name or the computer's organizational unit (OU) in Active Directory. This will not solve the problem of transporting the computer from location to location, however, since the computer has not changed within Active Directory.
What you can do, however, is use Group Policy to configure the basic browser proxy settings. For example, you can create a computer-based policy to make all proxy settings per-machine rather than per-user. Do this within the Group Policy Object Editor under Computer Configuration > Administrative Templates > Windows Components > Internet Explorer, and then enable the per-computer option.
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