Proxy configuration is tricky becuse it is often configured in each application separately. However, many application use the Internet Explorer settings as the default and they can be set through the registry as detailed here (Microsoft Support). You could create a .reg file for each proxy and either double click it to apply the settings or create a simple batch script to import it.
The registry file has the following form:
Regedit4
[HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Internet Settings]
"MigrateProxy"=dword:00000001
"ProxyEnable"=dword:00000001
"ProxyHttp1.1"=dword:00000000
"ProxyServer"="http://ProxyServername:80"
"ProxyOverride"="<local>"
Alternatively configure each proxy in turn and then browse to HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Internet Settings
and export the relevant settings.
This configuration could of course also be wrapped up in anything else (VBScript or whatever) that is capable of writing to the registry.
Why is this tagged both "windows-7" and "ms-dos"? Windows 7 doesn't use MS DOS. – Ignacio Vazquez-Abrams – 2014-01-30T12:49:36.460
@IgnacioVazquez-Abrams I think it is clear that he meant command line / batch script rather than actual ms-dos. But the question should indeed be corrected, as it now has been :) – zelanix – 2014-01-30T12:53:31.193
@zelanix: If someone doesn't call them out on it then they'll never learn. – Ignacio Vazquez-Abrams – 2014-01-30T13:11:00.707