Thanks for Transconnect, it's wonderful!
This is really nice program / project to tunnel direct connections via HTTP proxy so that applications that do not support proxy server can also work without any code modification. Note: *Support from proxy admin may be required so that CONNECT to remote destination via proxy is allowed. *DNS resolution can be a problem in case you do not have local DNS. This should be very rare. *UDP connections cannot be tunneled. I use it to make applications connect to internet via proxoid running on andriod phone. (PC -> Application -> Transconnect -> ADB -> Proxoid -> Phone -> 3G/EDGE/GPRS -> Internet)