Proxy Firewall will act as a standard firewall for out-bound connections.
When a program attempts to send packets out of your computer, ProxyFirewall will allow you to choose if the program is allowed to access the Internet, as well as supply you with options that will force the connection through a proxy server. Proxy Firewall does all of the work. When using Proxy Firewall there is no need for you to configure your Internet programs to use a proxy, just answer Proxy Firewall's questions when asked.