Internet Explorer is going through proxy for local addresses

Hi,

I have an issue where Internet Explorer is thinking an internal/local
address (192.168.x.x) is external so has decided to use the proxy to try and
reach the site.

Where it will not work, because it is an internal/local address. We could
add the address to the exclusion list but we would like to fix the problem
instead. Anyone with any ideas would be great.

Thanks in advance.