Bypass proxy server

I manage a small network and utilize a proxy server that require username and password authentication to log onto the Internet. I have one program that requires a connection to a remote server. When I used XP pro, I went to internet options and inserted the web addresses of the server into the bypass proxy option. Worked great. On my new win7 pc's, I enter the address to bypass and it does not work. When I go back into Internet options, the address is gone.

I really need some help!!!

Thanks

Anybody?