ProxyCommander

ProxyCommander is a windows program that runs in the system tray and allows you to quickly change between proxy servers, or to quickly change proxy settings.

Proxy now can be changed from the system tray within a few clicks. No more need to open a lot of windows to change proxy settings (Tools -> Internet Options-> Connection-> LAN Settings).
No need to restart ProxyCommander if proxy settings was changed while it is running.
ProxyCommander is designed for users who use a laptop between home and work, or for anyone who needs to be able to quickly change a proxy setting in IE and System.