To effectively stop other people from changing proxy settings in your Windows 8 PC, you can learn the elaborate procedures to disable changing proxy settings in the following content.
Video guide on how to disable changing proxy settings in Windows 8:
Step 1: Open the Local Group Policy Editor.
Step 2: Locate and open the setting called "Prevent changing proxy settings".
FYI, you can find it according to the path of Computer Configuration/Administrative Templates/Windows Components/Internet Explorer/Prevent changing proxy settings.
Step 3: In the setting's window, choose Enabled and tap OK to enable this setting.
Step 4: Close the editor and restart your computer to make the setting effective.
Briefly speaking, after these four steps, other people won't be allowed to change the proxy settings in your PC.
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