Setting a proxy using netsh

Hi all

I am trying to set a system proxy in vista by using the follwing command

netsh winhttp set proxy [myproxy]:[myport]

It always comes back with 'Error writing proxy settings. (5) access is
denied.'

I have also tried but get the same message.

netsh winhttp import proxy source=ie

Does anyone have any idea what could be causing this.

I am running Vista RC1 with the default settings after install and have not
installed anything else or made any changes to the configuration.

Many thanks in advance

Simon