Prevent proxy reassignment

I work in big company and big brother always watching and enforce its own rules. However to do my job I have special proxy server settings in IE8 which gives me access to what I need. All legal and based on job description. Everything is fine except every few hours my settings go back to standard and I have to reset them manually to this special proxy. I think security team forces some GPO settings which do this. I have admin rights on my computer but, of course, no rights on the domain. Is there way for me to prevent such changes in my personal settings?

That would be very helpful. Even I can do changes manually it most bothers me when I have automated processes. Some batch runs in the middle of the night and it can't work because proxy settings are wrong. Very frustrating.

Any help?