From Tidal Pool Software:
MacProxy provides system-wide network proxy support for the Mac. It forwards network traffic from applications that do not support proxies and avoids complex setup for applications that do. MacProxy allows you to surf the internet from behind a firewall, connect securely when using public WiFi networks, and navigate the internet without being tracked.
Create profiles which include proxies, rules, and DNS settings. Profiles may be imported and exported (XML) so they can be shared with others. MacProxy supports a variety of SOCKS and HTTP proxy protocols, integrated SSH tunnel support, and proxy chains. Add rules that specify which proxy to use, connect directly, or block the connection.
MacProxy provides a simple and intuitive user interface via a menubar menulet control and a System Preferences pane. Use the menulet to quickly change the active profile and check the current status.
This review was originally posted on VersionTracker.com. It does what is says!! I wish you could assign unique settings for each application, but that's a luxury. This program does exactly what I needed. Many apps ignore the system Proxy setting. This fixes that problem.