How to make Merged Proxy support turned for a pre-existing project

I have a project of another team, in which i need to try changing this
setting that appears to be available only when making a new project. How
could accomplish this?

P.S. I'm trying to figure out why the proxy returned from
IGlobalInterfaceTable in thread 2 fails on QI for a second interface which
the object implements:
http://msdn.microsoft.com/newsgroups/default.aspx?dg=microsoft.public.vc.language&tid=a8344f82-448a-4fd0-b7ef-9c062b632476&p=1&mid=3f507b08-cb20-4a66-bad6-5a8f369c6387

Thanks.
.

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