As dlang pointed out, you can create a procy.pac local file which is a short Javascript program to set the proxy used at request time. It can, amongst other things, check the current IP address you have against a list of subnets and set the proxy appropriately for that subnet. I wrote up how I do this a while ago:
and aside from extending it to support a few more networks it's worked flawlessly for months. (The example given in that page is to auto-use some specific proxies to reach some other networks behind NAT firewalls, but it should be obvious how to just make it depend on source IP so that it auto-changes when you're in a given firewalled network.)