Disable "Automatically detect settings" in IE proxy configuration

"You might disable proxy caching, as described here:
How to disable automatic proxy caching in Internet Explorer

It's also very puzzling that the following registry key doesn't change:
HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Internet Settings\Connections
As the difference is only one bit, it might have been overlooked.

See this thread for an example of differing values (skip to the very end):
Registry key for IE's ""Auto Detect Settings"" option
Note: If you can't see the ending comment, search this article through google and click on it. This is a particularity of experts-exchange.com.
You can use the info in this thread to build a batch script to reset the registry to your correct values."