If transparent mode, use the "transparent mode source skiplist" and put in the IP address. in 9.2 this is under Filtering Options, Misc. In 9.1 its on the Advanced tab.
If standard mode, don't configure a proxy on the computer and it won't use it. Alternately, have it go through the proxy but add an exception based on source and tell it to skip everything.
If transparent mode, use the "transparent mode source skiplist" and put in the IP address. in 9.2 this is under Filtering Options, Misc. In 9.1 its on the Advanced tab.
If standard mode, don't configure a proxy on the computer and it won't use it. Alternately, have it go through the proxy but add an exception based on source and tell it to skip everything.