Auto proxy authentication tool

Hi there,
Everytime I connect to the internet from my computer, I have to submit a username and password. Our operations techs have partly implemented single signon, which just doesn't work.... hence it's a real pain when I have submit my username and password to access the internet, everytime.

I can sort of get around the issue by opening 1 ie browser authenicating, then making sure not to close it.... only problem is I like to keep my apps to a minimum, visually. Hence this is an ugly workaround.

Does anyone know of a tool or shareware app I can use on my local pc so that when ever I'm logged into the pc, it runs in the background and keeps me authenticated to the proxy server? Even if it pops itself into the system tray, that's much better than having it open on the taskbar.

Thanks for your assistance in advance.
Jim