I've tried doing this myself and it doesn't work for me

The idea is to have a file that the user can double click on to change registry settings and it will automatically insert a registry entry that will remove the registry settings on the next reboot.
This is an attempt to enter the proxy server information from work into a computer's registry so that system can access the web. Then, when the computer is taken home, the reboot will take care of removing the proxy settings. This'll help us when we forget to remove the proxy before sending it home.
Even better would be a tool that would do this for all the major browsers.
Here's the registry entry that's used for starting the proxy:
[HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Internet Settings]
"ProxyEnable"=dword:00000001
"ProxyServer"="xxx.xx.xx.xx:8080"
And here's the one that's currently used to turn it off:
[HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Internet Settings]
"ProxyEnable"=dword:0000000
"ProxyServer"=""
Thanks!
- John