можно так:
cd myfolderpath
wget.exe www.ya.ru
IF EXIST myfolderpath\index.htm GOTO INET_AVAILABLE
EXIT

:INET_AVAILABLE
...
del myfolderpath\index.htm /f /s /q

wget скачайте, он в unixtools входит...

GNU Wget ManualProxies

¢Proxies¢ are special-purpose HTTP servers designed to transfer data from remote servers to local clients. One typical use of proxies is lightening network load for users behind a slow connection. This is achieved by channeling all HTTP and FTP requests through the proxy which caches the transferred data. When a cached resource is requested again, proxy will return the data from cache. Another use for proxies is for companies that separate (for security reasons) their internal networks from the rest of Internet. In order to obtain information from the Web, their users connect and retrieve remote data using an authorized proxy.

Wget supports proxies for both HTTP and FTP retrievals. The standard way to specify proxy location, which Wget recognizes, is using the following environment variables:

http_proxy

This variable should contain the URL of the proxy for HTTP connections.

кстати, если задача формулируется как "выполнять батник только при наличии подключения к интернет", то имеет смысл воспользоваться nnCron, там можно создать такое задание ("хост доступен", кажется, условие