You may have already seen the NetSession UDF thread. The code is really helpful for IE controls and there's no other known way to accomplish what it does. There are a few things that should be improved. The most important being able to pass proxy authentication to a proxy server using urlmon.dll or maybe some other windows API method alltogether.
Here's our thread: '?do=embed' frameborder='0' data-embedContent>>
Give it a read and be sure to check out the attempt to improve by SmOke_N: page-2#entry1220599'>page-2#entry1220599
Currently, since we have to pass proxy authentication via the URL, if the proxy requires authentication we can't access HTTPS sites with it (Apparently when using HTTPS you aren't allowed to pass auth in the URL). That's why we want to pass the auth through the DLL or any other method that will work with our embedded browser on a per-process basis.
Thank you to anyone who can help make this UDF better.