//申明windows api
[DllImport(@"wininet",
 SetLastError=true,
 CharSet=CharSet.Auto,
 EntryPoint="InternetSetOption",
 CallingConvention=CallingConvention.StdCall)]
public static extern bool InternetSetOption
(
int hInternet,
int dmOption,
IntPtr lpBuffer,
int dwBufferLength
);public static void SetProxy()
{
   //打开注册表
   RegistryKey regKey = Registry.CurrentUser;
   string SubKeyPath = @"Software\Microsoft\Windows\CurrentVersion\Internet Settings";
   RegistryKey optionKey = regKey.OpenSubKey(SubKeyPath,true);
   //更改健值,设置代理,
   optionKey.SetValue("ProxyEnable",1);
   optionKey.SetValue("ProxyServer","192.168.1.85:80");

   //激活代理设置
   InternetSetOption(0,39,IntPtr.Zero,0);
   InternetSetOption(0,37,IntPtr.Zero,0);
}