How to configure MS Internet Explorer proxy settings for a Cisco VPN client

Add the proxy settings to the group policy:

asa(config)# group-policy RA_Policy internal
asa(config)# group-policy RA_Policy attributes
asa(config-group-policy)# msie-proxy server value 192.0.2.200:8080
asa(config-group-policy)# msie-proxy method use-server
asa(config-group-policy)# msie-proxy local-bypass enable
asa(config-group-policy)# msie-proxy except-list value intranet.example.com

Then assign the group policy to the tunnel group:

asa(config)# tunnel-group RA_VPN type remote-access
asa(config)# tunnel-group RA_VPN general-attributes
asa(config-tunnel-general)# default-group-policy RA_Policy

asa(config)# end

asa# wr mem