Proxy Ignore List for IE (ProxyOverride)

It is really easy to ignore proxy for a specific URL under Firefox.

You simply go to:

 Tools->Options->Advanced->Network->Connection Settings 

and add url to No Proxy list.
There is no such inteface for IE or Chrome. In order to add URL to ignore list you need to modify registry:

HKEY_USERS\[UserID]\Software\Microsoft\Windows\CurrentVersion\Internet Settings

And add your entry to ProxyOverride list.