I found an RSS feed of proxy servers and their addresses. So I wrote a VB6 app that would pull it, set the registry key for a proxy server, open the embeddable browser in the background, and time how long it takes to load a bunch of popular sites. It would iterate through the list of servers, and finally settle on the server that had the fastest load times. When you closed the program, it would set the registry key back.
At the time, autorun.ini was still a thing. All of my friends had flash drives that would "turn off" the firewall when they plugged them in.
I was a young teenager. If you think you can stop a determined kid from bypassing your rules, you're fighting the wrong battle.