I have set up "well-know aliases (A DNS record)" - server named wpad and resource http://wpad/wpad.dat.

Firefox and Internet Explorer find this PAC file, but Konqueror does not (Akkregator and others - too). If I set proxy autoconfig URL http://wpad/wpad.dat in KDE or Konqueror settings, this helps.

What mechanisms of listed there http://tools.ietf.org/html/draft-ietf-wrec-wpad-01 does KDE 4 supports. There were no problems in KDE3 with WPAD.