Set proxy without updating the OS

I'd like to add the proxy details to my AppleTV's network settings without updating the OS (atv3 os 5.2). I have tried to follow the instructions here: http://support.apple.com/kb/HT5439 to create a profile but they seem to be a little bit out of date as they skip some steps needed to get to the Create New Profile button. Then on this page http://support.apple.com/kb/HT5437 it says "The Supervision switch must be Off" to install the profile. This conflicts with the Global HTTP Proxy setting page "these settings will only affect supervised devices". So back on the Prepare page of I set the supervision* on it changes the Update iOS setting to "When update is available". But I don't want to change the OS. I have copied the profile across without supervision turned on, but it hasn't had any effect. Can anyone tell me what I need to do?

*Anyone got a good explantion of what supervision means for an AppleTV