By default, the HTTP streaming proxy settings should exist in the following registry location:
Additionally, the Group Policy settings are saved to the following location in the registry:
Windows Media Player loads the streaming proxy settings from the registry and enumerates the list of protocols. If the HTTP key does not exist, the Group Policy settings do not take effect.
This lets Windows Media Player enumerate HTTP. This then enables the Group Policy settings to take effect.
Article ID: 2728432 - Last Review: 3 Jul 2012 - Revision: 1