I am using Yahoo Messenger v6 to stream music on Windows XP SP1 at work.
Behind the company firewall, I have to authenticate to each Yahoo
music server multiple times with the 'Remember my password' checked
before it truly remembers me. This would be tolerable if there were a
couple handfuls of servers, but my experience with Yahoo's hundreds of
music servers (like re2wmcontent35.bcst.re2.yahoo.com) makes me feel like
Sisyphus.

There should be a shortcut. 
1)I looked through the Group Policy Editor, but cannot find a way to
save my username and password.
2)The proxy autoconfiguration file should solve my problem. I created
a c:\proxy.pac (and also proxy.js) file using notepad and containing
the following text (that I modified from
http://www.blackberry.com/knowledgecenterpublic/livelink.exe/fetch/2000/8021/8149/8064/How_To_-_Create_a_Proxy_Auto_Configuration_file_that_determines_when_to_use_the_proxy_server_or_when_to_connect_directly_using_the_Mobile_Data_Service.html?nodeid=695282&vernum=0):
function FindProxyForURL(url, host)

{

if (isInNet(host, "192.168.0.0", "255.255.0.0"))

return "DIRECT";

else

return "PROXY username:password@proxy.company.com:port";

} 


and I tried both IE and Firefox (FF was smart enough to correct my
filepath from c:\proxy.pac to file:///c:\proxy.pac), but I had no
success.
3) I was hesitant to make a registry change to
[HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Internet
Settings], as suggested in http://nscsysop.hypermart.net/setproxy.html
I have run out of solutions.

Could you please help me configure any way to stream music through
Yahoo messenger without having to authenticate thousands of times?
Thank you for your attention.
-Brett