' The structure we use for the information
    ' to be interpreted correctly by API.
    Public Structure Struct_INTERNET_PROXY_INFO
        Public dwAccessType As Integer
        Public proxy As IntPtr
        Public proxyBypass As IntPtr
    End Structure

    ' The Windows API function that allows us to manipulate
    ' IE settings programmatically.
    Private Declare Auto Function InternetSetOption Lib "wininet.dll" _
    (ByVal hInternet As IntPtr, ByVal dwOption As Integer, ByVal lpBuffer As IntPtr, _
     ByVal lpdwBufferLength As Integer) As Boolean

    ' The function we will be using to set the proxy settings.
    Private Sub RefreshIESettings(ByVal strProxy As String)
        Const INTERNET_OPTION_PROXY As Integer = 38
        Const INTERNET_OPEN_TYPE_PROXY As Integer = 3
        Dim struct_IPI As Struct_INTERNET_PROXY_INFO

        ' Filling in structure
        struct_IPI.dwAccessType = INTERNET_OPEN_TYPE_PROXY
        struct_IPI.proxy = System.Runtime.InteropServices.Marshal.StringToHGlobalAnsi(strProxy)
        struct_IPI.proxyBypass = System.Runtime.InteropServices.Marshal.StringToHGlobalAnsi("local")

        ' Allocating memory
        Dim intptrStruct As IntPtr = System.Runtime.InteropServices.Marshal.AllocCoTaskMem(System.Runtime.InteropServices.Marshal.SizeOf(struct_IPI))

        ' Converting structure to IntPtr
        System.Runtime.InteropServices.Marshal.StructureToPtr(struct_IPI, intptrStruct, True)
        Dim iReturn As Boolean = InternetSetOption(IntPtr.Zero, INTERNET_OPTION_PROXY, intptrStruct, System.Runtime.InteropServices.Marshal.SizeOf(struct_IPI))
    End Sub

' ======================
' Use
RefreshIESettings("Adresse:potr")