I Have Some Pcs On My Lan That Try To Access Local (lan) Pages Using Proxy, We Have Win2000 And Ie6. I Have Seen This Thread Before But Without A Solution.
Proxy Settings On Ie6 Are Configured To Bypass Local Pages (by Ip And By Name) Still Ie6 Use The Proxy To Try The Connection.

In Internet Options, did you specify any specific domains and IP ranges to not use the proxy, in addition to Local web pages? That may make a difference.

In the LAN options, there's an Advanced button that allows you to add in such exceptions. It's probably just what you're looking for.

Thanks for your help.
I had configured the proxy exceptions properly, My LAN has more than 500 PCs and all the other are working fine with the same configuration.
Since the problem was taking me much time I got the PC formated and reinstalled, but I still don't know what was the problem (frustrating!!). It could have been a worm or some software the user had installed that caused the IE problems handling the proxy exceptions