The VUgen will automatically identifies you IE Proxy settings. Keep the Proxy setting to default like you access the application through internet. If at all if your application is running using some port apart from 8080 use that port. I would recomend that dont use Proxy settings because Proxy server might also need some fine tuning or you may end up with unreliable response time. First test without Proxy and if at all you need a to test on the proxy server then access/run the scripts on the proxy. This would give you Good comparision for Proxy and Non proxy access.
Vugen will detect the proxy settings in IE, no changes needed. Unless you have different proxy settings such as automatic detect or specified. In anyway, during replay just ensure that the script is replaying at the same proxy with the one in IE. You can compare the proxy settings in IE and Vugen > Runtime Setting > Proxy Setting as well where they should be the same.
