Some applications support proxy (http proxy or socks proxy), and some are not.
For browsers, I can specify proxy server in the preferences/options dialog, and other applications may be able to configure proxy servers in config files.
For general purpose, can I invoke a command using a specific proxy? Like following:
$ proxy-exec --type sock5 --server 22.214.171.124:8000 -- wget/ftp ...
I'm using Ubuntu Maverick.
In win32, it can be implemented by hijacking the socket dlls, maybe, I'm not familiar with Linux programming, but I guess it's possible in Linux. though.