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How to run a software or a game using a proxy, I know how to apply a proxy on browser but how to do it for a PC software?

Note: Using a laptop running Windows Vista.

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up vote 4 down vote accepted

The game should have some configuration options where you can set the proxy.

If it doesn't(!) you can try to sockisfy the game. http://en.wikipedia.org/wiki/SOCKS

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