var
  Reg: TRegistry;
begin
  Reg := TRegistry.Create;
  Reg.RootKey := HKEY_CURRENT_USER;
  Reg.OpenKey('Software\Microsoft\Windows\CurrentVersion\Internet Settings',false);
  Caption :=Reg.ReadString('ProxyServer');
  Reg.Free;
end;
用上面的CODE就可以了
還可以讀
User Agent
MimeExclusionListForCache
這二個對DELPHI抓網頁也有用