Change system proxy depending on location

I have a laptop that I regularly take to uni. At uni we need to use a proxy to access the internet (as well as use a vpn client). At home I don't use a proxy, so its a direct connection. I'm wondering if there is any way to set a system wide proxy and change it depending on if I'm at uni or home, since I have to manually change the proxy settings for firefox, IE and any other program I need to use. I've looked around and came across proxycfg.exe which looked like it could do the trick, how ever I'm running Vista and they seem to have replaced it with netsh winhttp commands. I've tried using them based on the microsoft website, however it didn't help (maybe I did it wrong?).

Does anyone know of a free program that can change the system proxy? As an added bonus, can it also specify a username and password to use with the proxy?

Thanks