Proxy Configuration Failed, What to set proxy to manage recording with use automatic configuration script option?

Hi,
Due to the company's policy, the company laptop's browser proxy is set to 'use automatic configuration script' option. I can not change the proxy setting in the browser. I record the script and NeoLoad opens the IE browser with ' Proxy Configuration Failed' error screen.
If I key in the application url in browser, I can browse and navigate the application and its screens. But after stopping the recording, no request communication is recorded.
I also tried to set the proxy setting in NeoLoad (Edit->Preferences->proxy) but it does not record any communication.
Please advise and let me know for any further information.
Thanks.