On windows, system administrator can use this registry key to control whether proxy setttings should be applied to all users on the system; or proxy settings should be per user.

HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\Internet
Settings\ProxySettingsPerUser

http://msdn.microsoft.com/msdnmag/issues/05/08/AutomaticProxyDetection/default.aspx

Current Java Web Start / Java Plug-in does not support this key, and always get the settings from HKCU (per user).

We should support the ProxySettingsPerUser key, and if that is set, we should get the settings from HKLM instead.