Active X based browser

I'd like some quotes to build an Active X control which is essentially a browser, to be run within I.E. The idea is, someone goes to a website using I.E., the page is then replaced with a browser( a simple Active X web browser within the I.E. browser), just a simple URL bar, forward and back. Also a drop down box to select the proxy server IP mentioned below. That's quite simple in itself, as there are active X controls for doing this. However, what I need is for the traffic to be routed through an HTTPS proxy server, similar to how IE does it, with the exception of certain domains, or the other way, would be to simply url encode every request and append it to a URL which acts as the proxy server. So all communication between the computer running the Active X browser and proxy server is encrypted, and all browser content (with the exception of certain domains) goes over it. I can setup squid, or any kind of script to act as the proxy element, it's the active X control I need creating. If you need clarification, please PM!