Password remember on IE proxy logon

[GenTrac]

We log onto a proxy server for web access. When the logon screen appears I type the username and password and also tick "Remember password". This works for a couple of times and then at random the logon screen will appear again. This is easy when you are the only one using the proxy but when you have a userbase of 200 and having to configure this every now and then, then it's no joke. Does anyone know if this is captured in the registry of XP or where I can try and get this to stick permanently so users can't type incorrect usernames and passwords and then locks the account.