How to make a shortcut to Local Area network (LAN) Settings

1. Right Click on Desktop. Select New > Shortcut.
2. in Create Shortcut dialog box it will ask you for Type the location of the item: put rundll32.exe inetcpl.cpl,LaunchConnectionDialog in the text box.
3. Do not click on browse button.
4. Click on Next Button to continue.
5. Type a name for the shortcut i.e. Proxy Settings.
6. Click on Finish. Your shortcut has been created

It looks like you can't shortcut directly to there, however if you hit ALT + L while at the C:\Windows\System32\control.exe Inetcpl.cpl,Connections,4 window that will take you to it.