Sockscap32 and proxy questions

[Cider]

Hi there every1 In South Africa we work on a capping system where as when you reach for Gigabyte usage you get capped and can only surf local content, game servers in south africa etc. My questions are as follows: 1. When I am capped I have access to an ullimited usage of my proxy. It goes much slower than my usual connection however this is all I have. I play games alot so logging into steam(cs, dod etc) has to go to internationals servers to log in then I play on south africas local server. I would just like to know what program I can use so that the application(steam or whatever) goes through my proxy so I can actually log in and how exactly I configure it. I have tried everything to my knowledge however I just cant seem to get it right. If anyone has any advice on this matter it would be greatly appreciated. I sort of got all my queries into that one question. I await your replies.