Sometimes, there is a need to use SOCKS Proxy for connection even if an application itself isn’t providing such feature.
If you’re working on Windows you can use FreeCap which allows you to put your applications into FreeCap “sandbox”. Every time you run app from this “sandbox” it is sent through the SOCKS proxy you set as an configuration option.
Update: Recently I’ve heard that it is somewhat impossible to execute this application on Windows 7. It hasn’t been updated for a long time, so I guess you need to find something else… or try it and post the results ;-)
If you’re working on GNU/Linux, you can use TSOCKS and configure it, e.g. like that:
/etc/tsocks.conf:
local = 192.168.0.0/255.255.255.0
server = 127.0.0.1
server_type = 5
server_port = 7070
Every application you’ll run from command line, which is not in local network, will be sent through SOCKS v5 Proxy at 127.0.0.1:7070.