Hay programas que te pueden servir como:
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WideCap - Todas las conexiones TCP/IP pasan a través un proxy. WideCap is fully functional Winsock Service and Namespace provider. That means simply integration into your network subsystem.
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ProxyCap - ProxyCap enables you to redirect your computer's network connections through proxy servers. You can tell ProxyCap which applications will connect to the Internet through a proxy and under what circumstances. This is done through a user friendly interface, without the need to reconfigure any of your Internet clients.
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Proxifier - Proxifier is a program that allows network applications that do not support working through proxy servers to operate through an HTTPS or SOCKS proxy or a chain of proxy servers.
Como última solución puedes configurar un
proxy transparente, aunque solo servirá para tráfico web.