How do i stop a domain policy applying itself to remote machines

I have set a Domain-wide policy that sets IE to go through a proxy server.

Some users have laptops that they take home. When they logon to their machines at home and attempt to connect to the internet through their own domestic dial-up connections, their machines are still trying to connect through the proxy server and cannot access the internet.

The place to change this is in IE settings and is greyed out of course.

Can anyone tell me how to allow them to bypass this setting when they are logging onto their machines out of the office?

I first noticed this on an XP machine, but as the domain is principally 2000, I posted in this forum.

Thanks

 

I would solve this in a different manner. Rather than using a domain wide policy to set IE proxy settings i would use the IEAK (Internet Explorer Administration Kit) to build a version of IE for the fixed PCs that makes them use the proxy, and just allow the laptop users to change when needed.