It's been years since I've dinked around with proxies, but I believe a SOCKS proxy is directly insertable into the copy of the game. Check under options, connections, etc... It should have some kind of option for it...
If you dont want to look around for a free proxy that will indefinately end up dying after a short while, I believe you can purchase one?

Maybe tonight we'll fly so far away... We'll be lost before the dawn...