Proxy help

Hey /comp/. I understand and use proxies just fine for surfing the webs and doing a little bit of dancing about but how would I set something up for say, playing through a proxy for a game? Thanks in advance.
   

For that you need a SOCKS proxy, not the http kind that you'd use to browse websites. And your game would need to support connecting through SOCKS proxies. For those games that don't, there are applications like socksify.

Or you could manipulate all individual packages and thereby create your own routing table.

Thank you very much.