Comment 5 for bug 135815

Lookup the MSDN documentation for InternetGetProxyInfo from wininet. You need to load the JSProxy.dll dynamically. This will work starting from IE 5, and should also run with Win9x.

If you dump Win9x support, you can use the more advanced WinHTTP, look for WinHttpGetProxyForUrl or WinHttpGetIEProxyConfigForCurrentUser. The first is recommended since it handles WPAD scripts correctly.