Trying to get around a proxy. Java applets being scanned

I have a difficult situation. I am trying to bypass a proxy.

I am at a client site which has a proxy. The local domain policies make everyone's IE run throught he proxy eventhough they unckeck the box in Lan Settings, this applies to their domain computers only.
My computer works fine and bypasses the proxy eventhough I plug into the same switch as all their computers.

I sell applications that run on IE only. When I use the WAN IP address of my DEMO program, it is very slow on their computers. But on mine (which bypasses the proxy since I am not a domain computer) works fine.

My application downloads Java applets which are being downloaded but at a very slow rate since the proxy is scanning all of them. But again on my non-domain computer it works perfectly.

I was thinking of giving everyone a USB stick with IE, but I think it is impossible. I love Firefox portable, but my application does not work with firefox.

I was thinking that if I ran IE from a USB, that domain policy would not apply to it, but again I think it is impossible.

What do you think I can do to get the domain computers to bypass the proxy. Anything is possible besides bringing in the actual web server to the clients.

Also they block everything including Citrix and all remote access. This is a tight network.

Let me know your thoughts.