If your application doesn't have proxy settings, you need special software to configure your application to work through proxy servers. You can use freeware called SocksCap.
Using SocksCap you can configure any application that doesn't support proxies (has no proxy settings) to work through proxy servers. If SocksCap is configured for the proxy server, you do not need to configure any of your Internet programs. Simply click and drag your application into the SocksCap program control window, start the program and surf through the proxy.
To configure an application that doesn't have proxy settings, follow the below steps:
Download SocksCap free of charge.
Click on Proxy
Enter your proxy address in the "SOCKS Server" and proxy port in "Port" field.
Select SOCKS Version 4 or SOCKS Version 5 depending on your needs.
Now you should add your application to SocksCap (create application profile)
Select File -> New in the SocksCap menu and using "Browse" button select your application or simply click and drag your application shortcut icon into the SocksCap window and select "New application profile" (the profile name and working directory will be filled in automatically) and click "OK."
Now you should run your application from SocksCap and it will work through the proxy server.