You can download the software here: www.socks.permeo.com/Download/SocksCapDownload/index.asp.
The exact software is named SocksCap32. Its a trial application that can be used for private proposes. So you can download the Software after trial as many times you want. Install the application after you finished the download.
After starting the application the first time, you will be asked if you want to configure it.. Say "yes". In the next dialog and fill in as Socks4 Proxy 127.0.0.1 with port 1080.
Using the menu File -> Settings you can change the settings as often as you want
You will just click the "New" button, if you want to run an unknown application via SocksCap.
Now you can select the program you want to start.
Here for example Outlook Express: Choose C:\Program Files\Outlook Express and the file msimn.exe.
Press the "ok" button to save the settings. In the SocksCap`s main window you can see the added application msimn.
Outlook Express will start after a double click on the added item. From now on every connection will go over wapdNET, also if the application doesn't have proxy support. You can add more programs with the steps described above.