Proxy server, password save, & shortcut to IE missing

At work my pc access the Internet via its "proxy server" (which I am not
familiar and not so interested with for time being). It normally prompts me
for user name and password. I hesitate to save the password because I'm not
sure how to un-save it afterwards. Is it accomplished by clicking
Auto-complete, then 'clear password' button?

Second query is: if the password is forgotton, how is it retrieved? Do we
need the network administrator to reset it (generally, I mean of course)?

Third query: normally my XP machine has a way to fire up Internet Explorer
from "start -> program -> etc.". Now that is gone. And in the task bar I find
no IE short-cut neither. What has I done wrongly? How to re-instate it? (I
know most of the tricks around computer, for instance, creating short-cuts
and place them under different program folder).

Your help is much appreciated.
.