If you want to redirect your connection or pretend to appear from another host/location and have SSH account you can use SSH itself for that. Just run the following command:
ssh -D <address>:<port> <login_name>@<host_name>
For example:
ssh -D localhost:9999 username@example.com
This will create SOCKS proxy server on specified address and port. Then you can tell your applications to use that SOCKS server.
Optionally you can also disable command-line shell:
ssh -N -D localhost:9999 username@example.com
Or enable compression:
ssh -C -D localhost:9999 username@example.com
If your application does not support proxy settings you can use tsocks tool to transparent SOCKS proxify any application. Just configure tsocks:
Add following lines to /etc/tsocks.conf:
server = 127.0.0.1 server_port = 9999 server_type = 5
and run your program like this:
tsocks program <arguments>
For example:
tsocks program arg1 arg2