Have been using a proxy.pac file for years w/o problems. Recently upgraded a few workstations to IE9, and now the exceptions that have an asterik (*) as a wildcard in the URL is not being recognized. here is an example of what I mean:
this line works:
shExpMatch(url, "http://www.sitename.com")
this one does not:
shExpMatch(url, "http://www.sitename.*")

Basically I use the proxy.pac file to "bypass" our webfilter appliance for our internal sites. This file works fine on IE7, IE8, and Firefox. Only IE 9 has an issue with the wildcard. If I enter a url w/o a wildcard it works.