When you choose
automatically detect proxy settings you are saying to IE to download a script from
This script can be quite involved and use a variety of proxy servers depending on various criteria - the source of the request, the destination, the hostname, the type of hostname etc. So each individual request for a website could be conceivably be sent to a different proxy server.
There are a couple of things you can do - the first is to download a copy of
http://wpad/wpad.dat yourself. You can type this into your url and it will ask if you want to save it. Then you can read it in a text viewer to see what the criteria are and so which proxy would be chosen (often there is only one).
The other thing you can do is go to a command prompt, and type
netstat -ban. This will show all of the network connections from your machine, along with the process ID (PID) of the process that owns the connection. If you look in Task Manager (enable the PID column) you can see the PID of iexplore.exe and so find out where it is sending its requests to (in the
Foreign Address column of
netstat). This will be the proxy server.
If you can switch to firefox, there are extensions that show you what IP address is serving you pages which would also tell you the proxy server IP. There may be something similar for IE (but I doubt it - perhaps the web developer tools).