My problem goes something like this: I am staying in my university accommodation and we have got free internet (yay!), but there is a catch: my univeresity network is using a proxy that requires authentication for security against spyware and whatever (NOT filtering, there is NO filtering and I am NOT braking rules before someone jumps in moaning at me).
So half of my apps now don't work because they don't support proxies . Anyways, I had a nice chat with the network guys down at the it suite, but they can't help me however they are cool with me finding a way to get my programs to work. So I searched high and low and I came accros proxycap, freecap, proxyfier, etc. The only app that sounds that does what I need is authoxy but sadly it's for macs .
So I had an idea: what would it take to create an app that would simulate a Local Area Connection which would connect to the existing network connection which would take care of all the proxy details including authenication automatically before any of the programs on my pc realises there is a proxy involved. (I should use more full stops XD).
Or just an app to intercept all incoming packets, strip all the proxy info and intercept all the outgoing packets and tag them with the right proxy info including the credentials.

I only worked on two small c# projects that involved networking and I am a total N00B lol, plz don't flame if this is completely ridiculous - it's just an idea

This would be a fairly huge under taking.

What apps are not working because of the proxy?

It's maily Steam, and other small programs that I use, also my av is not updating for some reason (even though it supports proxies)