You might try the below as a fix to block changes to proxy settings (not sure if this will work, but worth a shot). I realize you are probably not asking for help on this, but I would be interested to know if it blocks it with this in place.
Nice, so all you need to do is place that file in Protect Files/Folders. Thanks, that post made me realize I need to do the same for FireFox.
Windows XP? - %APPDATA%\Mozilla\Firefox\Profiles(profile folder)\prefs.js
Windows 7 - %APPDATA%\AppData\Roaming\Mozilla\Firefox\Profiles(profile folder)\prefs.js