First of all, what client are you using?
If you're using the Graphical Client, its as simple as right clicking the folding icon in your system tray, click on configure. Go to connection settings (or some equavalent tab) and check the box for that very option (use IE settings).
If you're using the console version, find your shortcut for the console (or create one), and right click, hit properties and it should look like this in the "Target" field: "C:\PATH_TO_FOLDING@HOME\FAH502-Console.exe" WITH QUOTES
Now, to config, add this: -config to the end, so it looks like this: "C:\PATH_TO_FOLDING@HOME\FAH502-Console.exe" -config
Make sure you add the [space]config just after the quoatations, and make sure to leave the quotations. Now hit ok, restart the folding client USING THAT SHORTCUT, and you'll go back through the setup procedure, and be sure to note to change it to use the IE settings for internet connection.
When you're done re-configuring, be sure to remove that flag.
To make you fold better/faster and get more information about what's going on, research the other flags such as -forceasm and -verbosity 9 on the stanford website, here:
http://folding.stanford.edu/console-userguide.html
-Sam
