It used to be so easy in vj++ and java, to set socks proxy for sockets:

Properties p = System.getProperties();
p.put("socksProxyHost",host);
p.put("socksProxyPort",port);
Socket skt = new Socket("hello.com", 81);

If you run the above code behind socks proxy server, it worked so well in
vj++.  In fact, vj++ program can make use Internet Explorer socks proxy
settings and you don't have to set System.getProperties().

Unfortunately, the above code no longer works in vj#. Any attempt to open
sockets fails if your PC is setting behind a socks proxy server.

Will someone from Microsoft help me?

Regards
Babu