You can't. That's why the Default Gateway is called "DEFAULT GATEWAY". The gateway to your local router, where all your local routes are stored.
If you change the users "Default" gateway information, then when the workstation or applications on that workstation require information on the network, it will NOT be able to find it, because you changed the "default" gateway. Thing such as DNS... Becareful, remember DNS has caching, so If you want to go back, you'll have to flush the DNS or else you won't even LOG IN.
Change the settings on the PROXY server so that it will look to the Cable Modem Router as it's default Gateway, then users who are allowed access will get service from the cable modem instead from the main network.
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