How do you proxy any application you want?

Like a steam game : counter strike source
or skype
or a messenger

what im talking about is you proxify an application so when you start an application it doesnt use your original ip it uses a fake ip (proxy ip)
please help please help

What is a VPN?

VPN is (Virtual Private Network) were first used by companies to enable their employees to securely access internal systems such as email remotely (e.g. from home or while on business trips). Today they are increasingly being used for personal use by individuals to protect their privacy while online in public places (e.g. when using the wi-fi connection in a cafe) or in a country where the internet is censored / blocked (e.g. China, Saudi Arabia��).