Note that you must be using a proxy server before you can use the proxy bypass list.
To configure Internet Explorer to use the proxy bypass list
In Internet Explorer, click Tools and then Internet Options.
Click the Security tab and then click the Local Intranet zone.
Click Sites and then select Include all sites that bypass the proxy server.
If either of the Automatic configuration settings is selected, you must make sure that the Web Access application computer is in the automatic configuration exceptions list.
If neither of the Automatic configuration settings is selected, click Use a proxy server and then Advanced. If there is no existing entry that includes the Web Access application computer, specify the Web Access application computer in the Exceptions list.