Support proxy

I want to design a socket program which can support proxy such as wingate,anyone can tell me how do that?
thanks

Hi,
When you connect to the Internet to 'GET' a HTML page (or send/retrieve emails)
you have to do the following:
For example to get www.microsoft.com/
--> here, the page is '/' (interpreted by the server as
default.htm or index.htm (or an .asp ... depends of the server)
you connect to microsoft.com, and send 'GET / HTTP /0.9'

If you connect to the proxy of your firm, you have to do the following:
Connect to your PROXY (www.proxy.your_firm.com ??) and sent it the request
'GET www.microsoft.com/ HTTP/0.9 ...'

This is not very different

Get parameters of your HTTP proxy , and/or SMTP proxy (for emails) in the
registry for Internet explorer, and in a .js file for netscape navigator (path
indicated also in the registry.)

Regards,
Pierre.

Would you do me a favor to tell me where can I find the relavant documents?