用以下函数设置代理可以打开HTTP页面，但HTTPS打不开，如不能登录163邮箱，
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Option Explicit
Private Type INTERNET_PROXY_INFO
    dwAccessType    As Long
    lpszProxy       As String
    lpszProxyBypass As String
End Type
Private Const INTERNET_OPTION_PROXY = 38
Private Const INTERNET_OPTION_SETTINGS_CHANGED = 39
Private Const INTERNET_OPEN_TYPE_DIRECT = 1
Private Const INTERNET_OPEN_TYPE_PROXY = 3
Private Declare Function InternetSetOption Lib "wininet.dll" Alias "InternetSetOptionA" (ByVal hInternet As Long, ByVal dwOption As Long, ByRef lpBuffer As Any, ByVal dwBufferLength As Long) As Long

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Private Sub SetProxy(aStrIP As String, aStrPort As String, aBolUseProxy As Boolean)
    Dim strProxy As String
    Dim inf As INTERNET_PROXY_INFO
   
    aStrIP = Trim(aStrIP)
    aStrPort = Trim(aStrPort)
    If (aStrIP + aStrPort = "") Or Not aBolUseProxy Then
      strProxy = ""
    Else
      strProxy = "http=" + aStrIP + ":" + aStrPort
    End If
   
    If Trim(strProxy) <> "" Then
      inf.dwAccessType = INTERNET_OPEN_TYPE_PROXY
      inf.lpszProxy = strProxy
      inf.lpszProxyBypass = ""
      Call InternetSetOption(0, INTERNET_OPTION_PROXY, inf, Len(inf))
      Call InternetSetOption(0, INTERNET_OPTION_SETTINGS_CHANGED, "", 0)
    Else
      inf.dwAccessType = INTERNET_OPEN_TYPE_DIRECT
      inf.lpszProxy = ""
      inf.lpszProxyBypass = ""
   
      Call InternetSetOption(0, INTERNET_OPTION_PROXY, inf, Len(inf))
      Call InternetSetOption(0, INTERNET_OPTION_SETTINGS_CHANGED, "", 0)
    End If
End Sub

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SetProxy txtip.Text, txtport.Text, True
WebBrowser1.Navigate stURL

谢谢！

不是修改系统中IE属性中的代理,而是只对当前应用程序设置代理,

如自已写一个浏览器,可以设置自已的代理.