1. You can hook all winsocket functions in all applications and wrote your own app to route them through a socks proxy.
2. You can write a WinSocket LSP and modify all inbound and outbound data packages.
3. Creating a virtual network adapter which route all data to a proxy.
But from user perspective you can use:
1. Applications that hook into other processes like ProxyCAP (Commercial)
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2. Applications which control winsocket using LSP like Proxifier (Commercial)
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3. Using OpenVPN Tap Adapter to create a virtual TAP adapter along with Tun2Socks to redirect traffics to a socks proxy and routing table to send traffics to adapter. (Completely Open Source)
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