How do I make all programs connect through a proxy?

I want to route all my internet applications though a proxy. Some applications don't allow me to specify a proxy. Any help? Thanks

 

settings>control panel>internet options>connections>lan settings>proxy server (internet options also reached through IE>tools).

Or you can always use a third party proxy software (maybe search).

For example, I use Proxomitron and MultiProxy (software that lists/uses proxy servers). I configure Windows internet options>proxy server to point to Proxomitron's shared port. I then configure Proxomitron to point to Multiproxy's shared port.

 

You can set up a new box and send all Net traffic on your network through there. The software solution elbiatcho1 suggested will work, as well.