//-----------------------------------------------
//记得引用 WinInet 单元
//-----------------------------------------------
uses
WinInet

//----------------------------------------------
//定义要使用的函数
//----------------------------------------------

function GetProxyInformation: string;
var
  ProxyInfo: PInternetProxyInfo;
  Len: LongWord;
begin
  Result := '';
  Len := 4096;
  GetMem(ProxyInfo, Len);
  try
    if InternetQueryOption(nil, INTERNET_OPTION_PROXY, ProxyInfo, Len) then
      if ProxyInfo^.dwAccessType = INTERNET_OPEN_TYPE_PROXY then
      begin
        Result := ProxyInfo^.lpszProxy
      end;
  finally
    FreeMem(ProxyInfo);
  end;
end;

procedure GetProxyServer(protocol: string; var ProxyServer: string;
  var ProxyPort: Integer);
var
  i: Integer;
  proxyinfo, ps: string;
begin
  ProxyServer := '';
  ProxyPort := 0;

  proxyinfo := GetProxyInformation;
  if proxyinfo = '' then
    Exit;

  protocol := protocol + '=';

  i := Pos(protocol, proxyinfo);
  if i > 0 then
  begin
    Delete(proxyinfo, 1, i + Length(protocol));
    i := Pos(';', ProxyServer);
    if i > 0 then
      proxyinfo := Copy(proxyinfo, 1, i - 1);
  end;

  i := Pos(':', proxyinfo);
  if i > 0 then
  begin
    ProxyPort := StrToIntDef(Copy(proxyinfo, i + 1, Length(proxyinfo) - i), 0);
    ProxyServer := Copy(proxyinfo, 1, i - 1)
  end
end;
//----------------------------------------------------------------
//使用范例
//----------------------------------------------------------------
procedure TForm1.Button1Click(Sender: TObject);
var
  ProxyServer: string;
  ProxyPort: Integer;
begin
  GetProxyServer('http', ProxyServer, ProxyPort);
  if  ProxyPort=0 then
      begin
     ShowMessage('你的IE没有使用的代理服务器')
      end
    else
  Label1.Caption := ProxyServer;
  label2.Caption := IntToStr(ProxyPort);

end;