Question : Windows Command Line Proxy

Hi
I just wanted to know how a command line proxy can be set in Windows XP.

Answer : Windows Command Line Proxy

I don't suppose you are running Vista?
Vista has added proxy configuration using the netsh command line tool
http://blogs.msdn.com/wndp/archive/2006/05/05/591152.aspx

There is a similar netsh command for XP/2000, but it will not allow you to add the proxy. You can test the proxy with netsh. The other option is you can export (dump) the configuration from one machine and import it into another using netsh and then edit the IP.
http://www.microsoft.com/resources/documentation/windows/xp/all/proddocs/en-us/netsh_diag.mspx?mfr=true

More on netsh options:
http://support.microsoft.com/kb/242468