If you want to route defined URLs thru proxy and have the rest routed directly, there is a way in IE and you don’t need any plugin! Create a PAC File
function FindProxyForURL(url, host) {
if (shExpMatch(host, "www.bing.com"))
return "PROXY PROXYIP:PROXYPORT";
return "DIRECT";
}
Create a website with hosted PAC file: http://URL/proxy.pac (you can use local IIS). Add MIME Type for .PAC
application/x-ns-proxy-autoconfig
Set http://URL/proxy.pac to IE settings -> Connections -> LAN settings -> Use automatic configuration script.
Add URL (127.0.0.1) to trusted sites in IE settings.
Restart IE and you are done!