IE proxy settings using python and webdriver

Question

I am trying to set the proxy settings for internet explorer using selenium with python.

This is what i have done::

from selenium import webdriver

PROXY = "localhost:8080"

webdriver.DesiredCapabilities.INTERNETEXPLORER['proxy'] = {
    "httpProxy":PROXY,
    "ftpProxy":PROXY,
    "sslProxy":PROXY,
    "noProxy":None,
    "proxyType":"MANUAL",
    "class":"org.openqa.selenium.Proxy",
    "autodetect":False
}


driver = webdriver.Remote("http://localhost:4444/wd/hub",
webdriver.DesiredCapabilities.INTERNETEXPLORER)

The above snippet is provided in the documentation but when i used it to set the proxy i got an exception that :: target machine actively refused the connection.

Can anyone help me in setting the proxy for IE .

My purpose is :: i have to set the proxy in IE , open IE and test some things and then revert back IE to normal .

I am using python and selenium webdriver. How can i achieve this using them?