WindowsXP SP2 update questions

Hi all,
I go thru all artical in this newgroup regarding windows update error
0x80072F78. I managed to solve the problem by add a proxy server using
command "proxycfg -p <proxyservername>". I hope anyone out there can guide me
or tell me why this will happen in all my windows xp systems with sp2
installed? We have more then 400 Windows xp sp2 systems and there will be a
big problem if i require to update the winhttpsetting on every systems if i
want to run the windowsupdate.
Yes, i believe this is something related to our proxy server,is there
anything we can configure in our proxy server?
Please advise any solution's to workaround rather then change winhttpsetting
in each systems??
Thanks in advance.