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Help creating a GPO to Proxy Server Exceptions in IE8

I'm running Active Directory on Windows Server 2003.  We recently implemented Cymphonix - Network Composer.  We are pushing all web traffic through the Cymphonix Proxy to black list certain websites, track web usage, etc.  

Our current problem is that we control access to certain parts of our Intranet by using the "Integrated Windows Authentication" option in IIS on the Intranet Server. Since all traffic is coming from the Proxy Server this authentication is lost.

I need to create a GPO to add our Intranet web address in the Proxy Exclusion list within Internet Explorer (Internet Options > Connections tav > LAN Settings > Advanced > Exceptions). Can someone advise how to do this please and how to set this up for a test group initially before deploying to my entire organization?
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merowinger
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GPO -> User Configuration ->Windows Settings -> Internet Explorer -> Connections -> Proxy Settings -> Exceptions
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Merowinger,
I followed your intstructions and I see where I can add exceptions but I do have one other question.  The way my current configuration is that there is a Global Security Group in Active Directory called Cymphonix.  If a domain user is a member of Cymphonix then they are included in a GPO which at login downloads a file to their PC call cymdir.exe that runs silently at login.  When this runs it updates there Proxy settings.
Within the Proxy Settings GPO I have to check "Enable proxy settings" to get to the Exceptions portion of the window.  Should I just leave the "Address of Proxy" info blank since the other GPO already sets this information?
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merowinger
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I may try to disable the Cymphonix GPO and just use a standard GPO to push traffic through the same Proxy settings that the Cymphonix GPO was using to see how that works... unfortunately I will probably have to make those changes after hours.  Thanks for the help though!
Your assistance got my to the correct GPO and thinking about the problem to find my solution.  I was able to locate the Cymphonix GPO and modify the existing GPO to add our Intranet web address in the Exceptions list.  Thank you!