How to configure proxy for other software?

If the software has the proxy option (generally in network settings or system settings) for proxy configuration, you can configure the proxy according to the relative protocols and ports. Generally you can use SOCKS proxy settings (port is 1080) or HTTP proxy settings (port is 808). Also you can search proxy settings in google. For example, you can search "skype proxy settings" to find out how to set up proxy for skype.
Otherwise, you will need to install SocksCap32, software from NEC on the client and add this software to SocksCap32.
For specific guide, please refer to http://www.youngzsoft.net/sockscap/