Delphi proxy-like connection router + server receiver

I need software written in Delphi that capture the traffic from specific programs (Skype, Firefox, IE, ...etc) determined by setup and route it to the server (tunnel it). It should connect to remote server, identify with username and password, transmit the internet traffic for specified programs. The remote server can be Windows or Linux (depends on you). Overall, it is similar to proxies, it should completely capture softwares' connection and tunnel it to the server without changing any settings within the programs. For example you click on button "Connect" and it connects to the server and start routing the traffic through the server for selected programs. In the end programs will be accessing Internet with different IP (server's). Please specify the technology and methods you are going to use.