title: How to add proxy support to c# socket connection?
body: <p>I have a socket app that needs to have support for SOCKS 4 and 5 proxy connections, since my users may be behind firewalls. I am using WPF and C# 3.5 SP1.  I see no options in the default Socket class for proxys, do I have to roll my own?</p>
  
  <p>I'd prefer not to use 3rd party libs if possible - how difficult is it to enable proxy support with a standard C# Socket?</p>