The first thing you want to do is procure some proxy servers to use. You can usually find some by just googling around, or you might find better luck searching on a site like del.icio.us to find pages people have bookmarked themselves.
The next step is to use a program called desproxy (http://desproxy.sourceforge.net) in order to create a socks server on your local computer, but what this program does is it creates a socks server, but funnels all the traffic through the proxy server you specify. (This program does a lot more than this, but this is what we will be using it for.) Download the windows version of the applciation and unzip all of the files to a folder on your computer.
Open up a command prompt and navigate to the directory where the files you just unpackaged are located and run the socks server executable. it will tell you the proper syntax for setting it up. you need to specify 3 things: the proxy server address, the port the proxy is using, and the port you would like your proxy server to run on. below is an example using the ip address of a known proxy that is using port 80 and 12345 chosen as the port to use for the socks server.

So now you have your own socks server running, but all of the traffic that will go through that socks server will be flowing through the proxy server you had specified.
The next step is to set up your poker application to flow all of it's traffic through your newly created socks server. I use a program called SocksCap (http://www.socks.nec.com/Download/Socks ... /index.asp) in order to accomplish this. You set up the settings to point to the socks server you just created... the address will be 127.0.0.1 which is your local loopback address and the port will be whatever you had chosen when you ran desproxy, which in our scenario is 12345. Then from within the application, you set up a new control where all you have to do is browse to where your poker application is installed, usually somewhere in your Program Files, and you're good to go. Here is something like how you will want to have this set up.

So then when you run the poker application from within sockscap, ALL of the traffic from the poker client will be flowing through your socks server, which in turn is being funneled through the proxy server you specified.
The beauty of this is that you can do this same setup multiple times so that you have multiple clients connecting through different proxy servers all on the same computer so that all of your players appear to be playing on different machines.
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A few notes on this. I am not using this type of setup for any of my poker playing, as I don't have a need to go into this level of detail just yet. Also, there may be much better ways to accomplish the type of results I am talking about without having to go through all of this. I am merely posting this in order to help give other people ideas to accomplish similar goals. Also, I'm unsure about running the same client twice through different proxies. (as in if you wanted to have 2 instances of a certain client running). I have yet to attempt this, but i'm sure a lot of you are already doing this.
Anyways. Hopefully this information will be of use to one of you.

-and skillful the bot. -htc (~2000 AD)